ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	726.1	729.0	2.9	0.4%	725.3
High	734.5	739.2	4.7	0.6%	749.4
Low	719.4	726.5	7.1	1.0%	708.9
Close	735.7	723.8	-11.9	-1.6%	739.2
Range	15.1	12.7	-2.4	-15.9%	40.5
ATR	15.3	15.1	-0.2	-1.2%	0.0
Volume	158	27	-131	-82.9%	1,153

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	768.0	758.5	730.8
R3	755.3	745.8	727.3
R2	742.5	742.5	726.3
R1	733.3	733.3	725.0	731.5
PP	729.8	729.8	729.8	729.0
S1	720.5	720.5	722.8	718.8
S2	717.3	717.3	721.5
S3	704.5	707.8	720.3
S4	691.8	695.0	716.8

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	854.0	837.0	761.5
R3	813.5	796.5	750.3
R2	773.0	773.0	746.5
R1	756.0	756.0	743.0	764.5
PP	732.5	732.5	732.5	736.8
S1	715.5	715.5	735.5	724.0
S2	692.0	692.0	731.8
S3	651.5	675.0	728.0
S4	611.0	634.5	717.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	739.9	708.9	31.0	4.3%	15.5	2.1%	48%	False	False	337
10	749.4	708.9	40.5	5.6%	10.3	1.4%	37%	False	False	222
20	765.1	689.3	75.8	10.5%	10.0	1.4%	46%	False	False	117
40	765.1	599.4	165.7	22.9%	5.5	0.8%	75%	False	False	67

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	2.1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	793.3
2.618	772.5
1.618	759.8
1.000	752.0
0.618	747.0
HIGH	739.3
0.618	734.3
0.500	732.8
0.382	731.3
LOW	726.5
0.618	718.8
1.000	713.8
1.618	706.0
2.618	693.3
4.250	672.5

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	732.8	729.8
PP	729.8	727.8
S1	726.8	725.8

Download as Excel Spreadsheet

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

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