ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	741.1	725.3	-15.8	-2.1%	745.7
High	741.1	730.5	-10.6	-1.4%	746.9
Low	741.1	725.3	-15.8	-2.1%	704.5
Close	741.1	740.1	-1.0	-0.1%	741.1
Range	0.0	5.2	5.2		42.4
ATR	14.8	14.9	0.1	0.5%	0.0
Volume	18	502	484	2,688.9%	73

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	747.5	749.0	743.0
R3	742.3	743.8	741.5
R2	737.3	737.3	741.0
R1	738.8	738.8	740.5	738.0
PP	732.0	732.0	732.0	731.5
S1	733.5	733.5	739.5	732.8
S2	726.8	726.8	739.3
S3	721.5	728.3	738.8
S4	716.3	723.0	737.3

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	858.0	842.0	764.5
R3	815.8	799.5	752.8
R2	773.3	773.3	748.8
R1	757.3	757.3	745.0	744.0
PP	730.8	730.8	730.8	724.3
S1	714.8	714.8	737.3	701.5
S2	688.5	688.5	733.3
S3	646.0	672.3	729.5
S4	603.8	630.0	717.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	741.1	704.5	36.6	4.9%	11.0	1.5%	97%	False	False	114
10	765.1	700.1	65.0	8.8%	10.8	1.4%	62%	False	False	64
20	765.1	677.6	87.5	11.8%	6.5	0.9%	71%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	752.5
2.618	744.0
1.618	739.0
1.000	735.8
0.618	733.8
HIGH	730.5
0.618	728.5
0.500	728.0
0.382	727.3
LOW	725.3
0.618	722.0
1.000	720.0
1.618	717.0
2.618	711.8
4.250	703.3

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	736.0	735.8
PP	732.0	731.5
S1	728.0	727.0

Download as Excel Spreadsheet

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

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