ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 12-May-2011

Day Change Summary
	Previous	Current
	11-May-2011	12-May-2011	Change	Change %	Previous Week
Open	852.3	828.0	-24.3	-2.9%	863.0
High	852.3	844.0	-8.3	-1.0%	863.0
Low	832.0	828.0	-4.0	-0.5%	821.0
Close	835.9	843.6	7.7	0.9%	826.8
Range	20.3	16.0	-4.3	-21.2%	42.0
ATR	9.3	9.8	0.5	5.2%	0.0
Volume	29	26	-3	-10.3%	629

Daily Pivots for day following 12-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	886.5	881.0	852.5
R3	870.5	865.0	848.0
R2	854.5	854.5	846.5
R1	849.0	849.0	845.0	851.8
PP	838.5	838.5	838.5	840.0
S1	833.0	833.0	842.3	835.8
S2	822.5	822.5	840.8
S3	806.5	817.0	839.3
S4	790.5	801.0	834.8

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	963.0	936.8	850.0
R3	921.0	894.8	838.3
R2	879.0	879.0	834.5
R1	852.8	852.8	830.8	845.0
PP	837.0	837.0	837.0	833.0
S1	810.8	810.8	823.0	803.0
S2	795.0	795.0	819.0
S3	753.0	768.8	815.3
S4	711.0	726.8	803.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	852.3	826.9	25.4	3.0%	13.8	1.6%	66%	False	False	90
10	863.0	821.0	42.0	5.0%	10.0	1.2%	54%	False	False	74
20	863.0	811.0	52.0	6.2%	6.5	0.8%	63%	False	False	45

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	True
Bull Hook	False
Stretch	0.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	912.0
2.618	886.0
1.618	870.0
1.000	860.0
0.618	854.0
HIGH	844.0
0.618	838.0
0.500	836.0
0.382	834.0
LOW	828.0
0.618	818.0
1.000	812.0
1.618	802.0
2.618	786.0
4.250	760.0

Fisher Pivots for day following 12-May-2011
Pivot	1 day	3 day
R1	841.0	842.5
PP	838.5	841.3
S1	836.0	840.3

Download as Excel Spreadsheet

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

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