ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	660.4	675.2	14.8	2.2%	600.0
High	662.0	675.2	13.2	2.0%	666.3
Low	662.0	675.2	13.2	2.0%	599.4
Close	652.3	679.9	27.6	4.2%	652.3
Range
ATR	13.8	14.4	0.7	4.7%	0.0
Volume	12	1	-11	-91.7%	57

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	676.8	678.3	680.0
R3	676.8	678.3	680.0
R2	676.8	676.8	680.0
R1	678.3	678.3	680.0	677.5
PP	676.8	676.8	676.8	676.5
S1	678.3	678.3	680.0	677.5
S2	676.8	676.8	680.0
S3	676.8	678.3	680.0
S4	676.8	678.3	680.0

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	840.0	813.0	689.0
R3	773.3	746.3	670.8
R2	706.3	706.3	664.5
R1	679.3	679.3	658.5	692.8
PP	639.3	639.3	639.3	646.0
S1	612.3	612.3	646.3	625.8
S2	572.5	572.5	640.0
S3	505.5	545.5	634.0
S4	438.8	478.5	615.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	675.2	599.4	75.8	11.1%	1.3	0.2%	106%	True	False	11
10	675.2	599.4	75.8	11.1%	1.3	0.2%	106%	True	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.2

Fibonacci Retracements and Extensions
4.250	675.3
2.618	675.3
1.618	675.3
1.000	675.3
0.618	675.3
HIGH	675.3
0.618	675.3
0.500	675.3
0.382	675.3
LOW	675.3
0.618	675.3
1.000	675.3
1.618	675.3
2.618	675.3
4.250	675.3

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	678.3	676.3
PP	676.8	672.3
S1	675.3	668.5

Download as Excel Spreadsheet

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

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