ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	722.3	720.2	-2.1	-0.3%	713.2
High	722.3	729.2	6.9	1.0%	765.1
Low	704.5	718.1	13.6	1.9%	700.1
Close	714.9	726.5	11.6	1.6%	756.1
Range	17.8	11.1	-6.7	-37.6%	65.0
ATR	15.6	15.5	-0.1	-0.6%	0.0
Volume	26	7	-19	-73.1%	78

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	758.0	753.3	732.5
R3	746.8	742.3	729.5
R2	735.8	735.8	728.5
R1	731.0	731.0	727.5	733.5
PP	724.5	724.5	724.5	725.8
S1	720.0	720.0	725.5	722.3
S2	713.5	713.5	724.5
S3	702.5	709.0	723.5
S4	691.3	697.8	720.5

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	704.5	60.6	8.3%	11.5	1.6%	36%	False	False	8
10	765.1	689.3	75.8	10.4%	9.8	1.3%	49%	False	False	11
20	765.1	662.0	103.1	14.2%	5.0	0.7%	63%	False	False	9

Crabel Price Patterns
NR	True
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	0.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	776.5
2.618	758.3
1.618	747.3
1.000	740.3
0.618	736.0
HIGH	729.3
0.618	725.0
0.500	723.8
0.382	722.3
LOW	718.0
0.618	711.3
1.000	707.0
1.618	700.3
2.618	689.0
4.250	671.0

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	725.5	726.3
PP	724.5	726.0
S1	723.8	725.8

Download as Excel Spreadsheet

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

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