ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	701.0	701.8	0.8	0.1%	675.2
High	701.0	703.3	2.3	0.3%	706.1
Low	701.0	701.8	0.8	0.1%	675.2
Close	705.7	691.1	-14.6	-2.1%	706.1
Range	0.0	1.5	1.5		30.9
ATR	12.8	12.2	-0.6	-5.0%	0.0
Volume	1	2	1	100.0%	48

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	703.3	698.8	692.0
R3	701.8	697.3	691.5
R2	700.3	700.3	691.5
R1	695.8	695.8	691.3	697.3
PP	698.8	698.8	698.8	699.5
S1	694.3	694.3	691.0	695.8
S2	697.3	697.3	690.8
S3	695.8	692.8	690.8
S4	694.3	691.3	690.3

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	689.1	17.0	2.5%	1.0	0.1%	12%	False	False	1
10	706.1	662.0	44.1	6.4%	0.5	0.1%	66%	False	False	7
20	706.1	599.4	106.7	15.4%	0.8	0.1%	86%	False	False	17

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

Fibonacci Retracements and Extensions
4.250	709.8
2.618	707.3
1.618	705.8
1.000	704.8
0.618	704.3
HIGH	703.3
0.618	702.8
0.500	702.5
0.382	702.3
LOW	701.8
0.618	700.8
1.000	700.3
1.618	699.3
2.618	697.8
4.250	695.5

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	702.5	699.0
PP	698.8	696.3
S1	695.0	693.8

Download as Excel Spreadsheet

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

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