ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	689.3	707.4	18.1	2.6%	694.7
High	689.3	707.4	18.1	2.6%	707.4
Low	689.3	707.4	18.1	2.6%	689.3
Close	689.3	707.4	18.1	2.6%	707.4
Range
ATR	11.4	11.9	0.5	4.2%	0.0
Volume	2	2	0	0.0%	8

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	707.5	707.5	707.5
R3	707.5	707.5	707.5
R2	707.5	707.5	707.5
R1	707.5	707.5	707.5	707.5
PP	707.5	707.5	707.5	707.5
S1	707.5	707.5	707.5	707.5
S2	707.5	707.5	707.5
S3	707.5	707.5	707.5
S4	707.5	707.5	707.5

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	755.8	749.8	717.3
R3	737.5	731.5	712.5
R2	719.5	719.5	710.8
R1	713.5	713.5	709.0	716.5
PP	701.3	701.3	701.3	703.0
S1	695.3	695.3	705.8	698.3
S2	683.3	683.3	704.0
S3	665.3	677.3	702.5
S4	647.0	659.3	697.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	707.4	689.3	18.1	2.6%	0.3	0.0%	100%	True	False	1
10	707.4	675.2	32.2	4.6%	0.5	0.1%	100%	True	False	5
20	707.4	599.4	108.0	15.3%	0.8	0.1%	100%	True	False	12

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	0.0

Fibonacci Retracements and Extensions
4.250	707.5
2.618	707.5
1.618	707.5
1.000	707.5
0.618	707.5
HIGH	707.5
0.618	707.5
0.500	707.5
0.382	707.5
LOW	707.5
0.618	707.5
1.000	707.5
1.618	707.5
2.618	707.5
4.250	707.5

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	707.5	704.5
PP	707.5	701.3
S1	707.5	698.3

Download as Excel Spreadsheet

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

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