ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	677.6	689.1	11.5	1.7%	600.0
High	677.6	692.0	14.4	2.1%	666.3
Low	677.6	689.1	11.5	1.7%	599.4
Close	690.1	690.8	0.7	0.1%	652.3
Range	0.0	2.9	2.9		66.9
ATR	13.0	12.3	-0.7	-5.5%	0.0
Volume	42	2	-40	-95.2%	57

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	699.3	698.0	692.5
R3	696.5	695.0	691.5
R2	693.5	693.5	691.3
R1	692.3	692.3	691.0	692.8
PP	690.8	690.8	690.8	691.0
S1	689.3	689.3	690.5	690.0
S2	687.8	687.8	690.3
S3	684.8	686.3	690.0
S4	682.0	683.5	689.3

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	692.0	662.0	30.0	4.3%	0.5	0.1%	96%	True	False	11
10	692.0	599.4	92.6	13.4%	1.0	0.1%	99%	True	False	12
20	709.7	599.4	110.3	16.0%	1.0	0.2%	83%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.2
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	704.3
2.618	699.5
1.618	696.8
1.000	695.0
0.618	693.8
HIGH	692.0
0.618	691.0
0.500	690.5
0.382	690.3
LOW	689.0
0.618	687.3
1.000	686.3
1.618	684.5
2.618	681.5
4.250	676.8

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	690.8	688.8
PP	690.8	686.8
S1	690.5	684.8

Download as Excel Spreadsheet

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

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