ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	713.2	715.4	2.2	0.3%	694.7
High	730.0	716.3	-13.7	-1.9%	707.4
Low	713.2	715.0	1.8	0.3%	689.3
Close	727.7	708.9	-18.8	-2.6%	707.4
Range	16.8	1.3	-15.5	-92.3%	18.1
ATR	12.7	12.7	0.0	0.0%	0.0
Volume	4	22	18	450.0%	8

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	717.3	714.5	709.5
R3	716.0	713.0	709.3
R2	714.8	714.8	709.3
R1	711.8	711.8	709.0	712.5
PP	713.5	713.5	713.5	713.8
S1	710.5	710.5	708.8	711.3
S2	712.0	712.0	708.8
S3	710.8	709.3	708.5
S4	709.5	708.0	708.3

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	730.0	689.3	40.7	5.7%	4.0	0.6%	48%	False	False	6
10	730.0	677.6	52.4	7.4%	2.3	0.3%	60%	False	False	8
20	730.0	599.4	130.6	18.4%	1.8	0.2%	84%	False	False	9

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	721.8
2.618	719.8
1.618	718.5
1.000	717.5
0.618	717.0
HIGH	716.3
0.618	715.8
0.500	715.8
0.382	715.5
LOW	715.0
0.618	714.3
1.000	713.8
1.618	713.0
2.618	711.5
4.250	709.5

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	715.8	718.8
PP	713.5	715.5
S1	711.3	712.3

Download as Excel Spreadsheet

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

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