ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	600.0	599.4	-0.6	-0.1%	658.3
High	600.0	605.4	5.4	0.9%	673.2
Low	600.0	599.4	-0.6	-0.1%	637.9
Close	600.6	636.1	35.5	5.9%	637.9
Range	0.0	6.0	6.0		35.3
ATR	15.4	14.7	-0.7	-4.4%	0.0
Volume	1	20	19	1,900.0%	142

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	631.8	639.8	639.5
R3	625.8	633.8	637.8
R2	619.8	619.8	637.3
R1	627.8	627.8	636.8	623.8
PP	613.8	613.8	613.8	611.5
S1	621.8	621.8	635.5	617.8
S2	607.8	607.8	635.0
S3	601.8	615.8	634.5
S4	595.8	609.8	632.8

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	755.5	732.0	657.3
R3	720.3	696.8	647.5
R2	685.0	685.0	644.3
R1	661.5	661.5	641.3	655.5
PP	649.8	649.8	649.8	646.8
S1	626.3	626.3	634.8	620.3
S2	614.3	614.3	631.5
S3	579.0	590.8	628.3
S4	543.8	555.5	618.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	655.0	599.4	55.6	8.7%	2.3	0.4%	66%	False	True	13
10	673.2	599.4	73.8	11.6%	1.3	0.2%	50%	False	True	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	631.0
2.618	621.0
1.618	615.0
1.000	611.5
0.618	609.0
HIGH	605.5
0.618	603.0
0.500	602.5
0.382	601.8
LOW	599.5
0.618	595.8
1.000	593.5
1.618	589.8
2.618	583.8
4.250	574.0

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	624.8	630.3
PP	613.8	624.5
S1	602.5	618.8

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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