ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	725.3	749.4	24.1	3.3%	745.7
High	730.5	749.4	18.9	2.6%	746.9
Low	725.3	749.4	24.1	3.3%	704.5
Close	740.1	749.4	9.3	1.3%	741.1
Range	5.2	0.0	-5.2	-100.0%	42.4
ATR	14.9	14.5	-0.4	-2.7%	0.0
Volume	502	0	-502	-100.0%	73

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	749.5	749.5	749.5
R3	749.5	749.5	749.5
R2	749.5	749.5	749.5
R1	749.5	749.5	749.5	749.5
PP	749.5	749.5	749.5	749.5
S1	749.5	749.5	749.5	749.5
S2	749.5	749.5	749.5
S3	749.5	749.5	749.5
S4	749.5	749.5	749.5

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	749.4	713.0	36.4	4.9%	7.5	1.0%	100%	True	False	109
10	765.1	700.1	65.0	8.7%	10.5	1.4%	76%	False	False	62
20	765.1	677.6	87.5	11.7%	6.5	0.9%	82%	False	False	35

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	1.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	749.5
2.618	749.5
1.618	749.5
1.000	749.5
0.618	749.5
HIGH	749.5
0.618	749.5
0.500	749.5
0.382	749.5
LOW	749.5
0.618	749.5
1.000	749.5
1.618	749.5
2.618	749.5
4.250	749.5

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	749.5	745.5
PP	749.5	741.3
S1	749.5	737.3

Download as Excel Spreadsheet

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

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