ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 21-Jun-2011

Day Change Summary
	Previous	Current
	20-Jun-2011	21-Jun-2011	Change	Change %	Previous Week
Open	774.8	787.4	12.6	1.6%	775.2
High	788.1	803.7	15.6	2.0%	792.9
Low	770.7	785.3	14.6	1.9%	768.4
Close	786.2	800.5	14.3	1.8%	778.1
Range	17.4	18.4	1.0	5.7%	24.5
ATR	13.8	14.1	0.3	2.4%	0.0
Volume	118,155	161,678	43,523	36.8%	1,107,969

Daily Pivots for day following 21-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	851.8	844.5	810.5
R3	833.3	826.0	805.5
R2	815.0	815.0	803.8
R1	807.8	807.8	802.3	811.3
PP	796.5	796.5	796.5	798.3
S1	789.3	789.3	798.8	793.0
S2	778.0	778.0	797.3
S3	759.8	771.0	795.5
S4	741.3	752.5	790.5

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	853.3	840.3	791.5
R3	828.8	815.8	784.8
R2	804.3	804.3	782.5
R1	791.3	791.3	780.3	797.8
PP	779.8	779.8	779.8	783.0
S1	766.8	766.8	775.8	773.3
S2	755.3	755.3	773.5
S3	730.8	742.3	771.3
S4	706.3	717.8	764.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	803.7	768.4	35.3	4.4%	17.0	2.1%	91%	True	False	184,415
10	803.7	768.4	35.3	4.4%	15.8	2.0%	91%	True	False	170,047
20	848.7	768.4	80.3	10.0%	14.5	1.8%	40%	False	False	85,571
40	863.0	768.4	94.6	11.8%	12.0	1.5%	34%	False	False	42,820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	882.0
2.618	851.8
1.618	833.5
1.000	822.0
0.618	815.0
HIGH	803.8
0.618	796.8
0.500	794.5
0.382	792.3
LOW	785.3
0.618	774.0
1.000	767.0
1.618	755.5
2.618	737.3
4.250	707.0

Fisher Pivots for day following 21-Jun-2011
Pivot	1 day	3 day
R1	798.5	796.0
PP	796.5	791.8
S1	794.5	787.3

Download as Excel Spreadsheet

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

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