ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 28-Oct-2011

Day Change Summary
	Previous	Current
	27-Oct-2011	28-Oct-2011	Change	Change %	Previous Week
Open	739.0	760.3	21.3	2.9%	713.2
High	765.1	760.3	-4.8	-0.6%	765.1
Low	739.0	760.3	21.3	2.9%	700.1
Close	759.8	756.1	-3.7	-0.5%	756.1
Range	26.1	0.0	-26.1	-100.0%	65.0
ATR	15.6	14.5	-1.1	-6.9%	0.0
Volume	3	3	0	0.0%	78

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	759.0	757.5	756.0
R3	759.0	757.5	756.0
R2	759.0	759.0	756.0
R1	757.5	757.5	756.0	758.3
PP	759.0	759.0	759.0	759.3
S1	757.5	757.5	756.0	758.3
S2	759.0	759.0	756.0
S3	759.0	757.5	756.0
S4	759.0	757.5	756.0

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	935.5	910.8	791.8
R3	870.5	845.8	774.0
R2	805.5	805.5	768.0
R1	780.8	780.8	762.0	793.0
PP	740.5	740.5	740.5	746.5
S1	715.8	715.8	750.3	728.0
S2	675.5	675.5	744.3
S3	610.5	650.8	738.3
S4	545.5	585.8	720.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	765.1	700.1	65.0	8.6%	13.0	1.7%	86%	False	False	15
10	765.1	689.3	75.8	10.0%	6.8	0.9%	88%	False	False	8
20	765.1	599.4	165.7	21.9%	3.8	0.5%	95%	False	False	9

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	760.3
2.618	760.3
1.618	760.3
1.000	760.3
0.618	760.3
HIGH	760.3
0.618	760.3
0.500	760.3
0.382	760.3
LOW	760.3
0.618	760.3
1.000	760.3
1.618	760.3
2.618	760.3
4.250	760.3

Fisher Pivots for day following 28-Oct-2011
Pivot	1 day	3 day
R1	760.3	748.3
PP	759.0	740.5
S1	757.5	732.5

Download as Excel Spreadsheet

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

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