ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 20-Apr-2011

Day Change Summary
	Previous	Current
	19-Apr-2011	20-Apr-2011	Change	Change %	Previous Week
Open	818.7	831.0	12.3	1.5%	830.1
High	818.7	835.4	16.7	2.0%	831.1
Low	818.7	831.0	12.3	1.5%	811.9
Close	818.7	835.8	17.1	2.1%	831.1
Range	0.0	4.4	4.4		19.2
ATR
Volume	0	27	27		142

Daily Pivots for day following 20-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	847.3	846.0	838.3
R3	842.8	841.5	837.0
R2	838.5	838.5	836.5
R1	837.3	837.3	836.3	837.8
PP	834.0	834.0	834.0	834.5
S1	832.8	832.8	835.5	833.5
S2	829.8	829.8	835.0
S3	825.3	828.3	834.5
S4	820.8	824.0	833.5

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	882.3	876.0	841.8
R3	863.0	856.8	836.5
R2	844.0	844.0	834.5
R1	837.5	837.5	832.8	840.8
PP	824.8	824.8	824.8	826.3
S1	818.3	818.3	829.3	821.5
S2	805.5	805.5	827.5
S3	786.3	799.0	825.8
S4	767.0	780.0	820.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	835.4	811.0	24.4	2.9%	3.3	0.4%	102%	True	False	26
10	844.4	811.0	33.4	4.0%	1.5	0.2%	74%	False	False	17

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	0.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	854.0
2.618	847.0
1.618	842.5
1.000	839.8
0.618	838.0
HIGH	835.5
0.618	833.8
0.500	833.3
0.382	832.8
LOW	831.0
0.618	828.3
1.000	826.5
1.618	824.0
2.618	819.5
4.250	812.3

Fisher Pivots for day following 20-Apr-2011
Pivot	1 day	3 day
R1	835.0	831.5
PP	834.0	827.5
S1	833.3	823.3

Download as Excel Spreadsheet

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

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