ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	749.4	729.5	-19.9	-2.7%	745.7
High	749.4	729.5	-19.9	-2.7%	746.9
Low	749.4	729.5	-19.9	-2.7%	704.5
Close	749.4	712.3	-37.1	-5.0%	741.1
Range
ATR	14.5	14.9	0.4	2.7%	0.0
Volume	0	1	1		73

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	723.8	718.0	712.3
R3	723.8	718.0	712.3
R2	723.8	723.8	712.3
R1	718.0	718.0	712.3	721.0
PP	723.8	723.8	723.8	725.3
S1	718.0	718.0	712.3	721.0
S2	723.8	723.8	712.3
S3	723.8	718.0	712.3
S4	723.8	718.0	712.3

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	749.4	713.0	36.4	5.1%	5.3	0.7%	-2%	False	False	107
10	765.1	704.5	60.6	8.5%	8.5	1.2%	13%	False	False	58
20	765.1	689.1	76.0	10.7%	6.5	0.9%	31%	False	False	33
40	765.1	599.4	165.7	23.3%	3.8	0.5%	68%	False	False	27

Crabel Price Patterns
NR	False
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	0.9

Fibonacci Retracements and Extensions
4.250	729.5
2.618	729.5
1.618	729.5
1.000	729.5
0.618	729.5
HIGH	729.5
0.618	729.5
0.500	729.5
0.382	729.5
LOW	729.5
0.618	729.5
1.000	729.5
1.618	729.5
2.618	729.5
4.250	729.5

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	729.5	737.3
PP	723.8	729.0
S1	718.0	720.8

Download as Excel Spreadsheet

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

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