ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	706.1	694.7	-11.4	-1.6%	675.2
High	706.1	694.7	-11.4	-1.6%	706.1
Low	706.1	694.7	-11.4	-1.6%	675.2
Close	706.1	683.0	-23.1	-3.3%	706.1
Range
ATR	12.5	12.4	-0.1	-0.6%	0.0
Volume	2	1	-1	-50.0%	48

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	690.8	687.0	683.0
R3	690.8	687.0	683.0
R2	690.8	690.8	683.0
R1	687.0	687.0	683.0	688.8
PP	690.8	690.8	690.8	691.8
S1	687.0	687.0	683.0	688.8
S2	690.8	690.8	683.0
S3	690.8	687.0	683.0
S4	690.8	687.0	683.0

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	788.5	778.3	723.0
R3	757.5	747.3	714.5
R2	726.8	726.8	711.8
R1	716.5	716.5	709.0	721.5
PP	695.8	695.8	695.8	698.5
S1	685.5	685.5	703.3	690.8
S2	665.0	665.0	700.5
S3	634.0	654.5	697.5
S4	603.0	623.8	689.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	706.1	677.6	28.5	4.2%	0.5	0.1%	19%	False	False	9
10	706.1	599.4	106.7	15.6%	1.0	0.1%	78%	False	False	10
20	706.1	599.4	106.7	15.6%	1.0	0.2%	78%	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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.2

Fibonacci Retracements and Extensions
4.250	694.8
2.618	694.8
1.618	694.8
1.000	694.8
0.618	694.8
HIGH	694.8
0.618	694.8
0.500	694.8
0.382	694.8
LOW	694.8
0.618	694.8
1.000	694.8
1.618	694.8
2.618	694.8
4.250	694.8

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	694.8	697.5
PP	690.8	692.8
S1	687.0	687.8

Download as Excel Spreadsheet

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

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