ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	715.4	718.4	3.0	0.4%	694.7
High	716.3	721.2	4.9	0.7%	707.4
Low	715.0	700.1	-14.9	-2.1%	689.3
Close	708.9	719.3	10.4	1.5%	707.4
Range	1.3	21.1	19.8	1,523.1%	18.1
ATR	12.7	13.3	0.6	4.7%	0.0
Volume	22	46	24	109.1%	8

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	776.8	769.3	731.0
R3	755.8	748.0	725.0
R2	734.8	734.8	723.3
R1	727.0	727.0	721.3	730.8
PP	713.5	713.5	713.5	715.5
S1	705.8	705.8	717.3	709.8
S2	692.5	692.5	715.5
S3	671.3	684.8	713.5
S4	650.3	663.8	707.8

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%	7.8	1.1%	74%	False	False	15
10	730.0	689.1	40.9	5.7%	4.3	0.6%	74%	False	False	8
20	730.0	599.4	130.6	18.2%	2.8	0.4%	92%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.3
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	811.0
2.618	776.5
1.618	755.3
1.000	742.3
0.618	734.3
HIGH	721.3
0.618	713.3
0.500	710.8
0.382	708.3
LOW	700.0
0.618	687.0
1.000	679.0
1.618	666.0
2.618	644.8
4.250	610.5

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	716.5	718.0
PP	713.5	716.5
S1	710.8	715.0

Download as Excel Spreadsheet

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

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