ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	682.7	677.6	-5.1	-0.7%	600.0
High	682.7	677.6	-5.1	-0.7%	666.3
Low	682.7	677.6	-5.1	-0.7%	599.4
Close	682.7	690.1	7.4	1.1%	652.3
Range
ATR	13.6	13.0	-0.6	-4.5%	0.0
Volume	1	42	41	4,100.0%	57

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	681.8	686.0	690.0
R3	681.8	686.0	690.0
R2	681.8	681.8	690.0
R1	686.0	686.0	690.0	683.8
PP	681.8	681.8	681.8	680.8
S1	686.0	686.0	690.0	683.8
S2	681.8	681.8	690.0
S3	681.8	686.0	690.0
S4	681.8	686.0	690.0

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	682.7	662.0	20.7	3.0%	0.0	0.0%	136%	False	False	13
10	682.7	599.4	83.3	12.1%	1.3	0.2%	109%	False	False	14
20	709.7	599.4	110.3	16.0%	1.0	0.1%	82%	False	False	22

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.2

Fibonacci Retracements and Extensions
4.250	677.5
2.618	677.5
1.618	677.5
1.000	677.5
0.618	677.5
HIGH	677.5
0.618	677.5
0.500	677.5
0.382	677.5
LOW	677.5
0.618	677.5
1.000	677.5
1.618	677.5
2.618	677.5
4.250	677.5

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	686.0	686.5
PP	681.8	682.8
S1	677.5	679.0

Download as Excel Spreadsheet

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

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