ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 11-Oct-2011

Day Change Summary
	Previous	Current
	10-Oct-2011	11-Oct-2011	Change	Change %	Previous Week
Open	675.2	682.7	7.5	1.1%	600.0
High	675.2	682.7	7.5	1.1%	666.3
Low	675.2	682.7	7.5	1.1%	599.4
Close	679.9	682.7	2.8	0.4%	652.3
Range
ATR	14.4	13.6	-0.8	-5.8%	0.0
Volume	1	1	0	0.0%	57

Daily Pivots for day following 11-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	682.8	682.8	682.8
R3	682.8	682.8	682.8
R2	682.8	682.8	682.8
R1	682.8	682.8	682.8	682.8
PP	682.8	682.8	682.8	682.8
S1	682.8	682.8	682.8	682.8
S2	682.8	682.8	682.8
S3	682.8	682.8	682.8
S4	682.8	682.8	682.8

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	682.7	644.3	38.4	5.6%	0.3	0.0%	100%	True	False	7
10	682.7	599.4	83.3	12.2%	1.3	0.2%	100%	True	False	10

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	682.8
2.618	682.8
1.618	682.8
1.000	682.8
0.618	682.8
HIGH	682.8
0.618	682.8
0.500	682.8
0.382	682.8
LOW	682.8
0.618	682.8
1.000	682.8
1.618	682.8
2.618	682.8
4.250	682.8

Fisher Pivots for day following 11-Oct-2011
Pivot	1 day	3 day
R1	682.8	679.3
PP	682.8	675.8
S1	682.8	672.3

Download as Excel Spreadsheet

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

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