ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	828.9	825.5	-3.4	-0.4%	806.8
High	832.5	825.5	-7.0	-0.8%	836.9
Low	828.9	820.8	-8.1	-1.0%	806.8
Close	827.5	818.8	-8.7	-1.1%	835.4
Range	3.6	4.7	1.1	30.6%	30.1
ATR	8.0	7.9	-0.1	-1.1%	0.0
Volume	4	11	7	175.0%	91

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	835.8	832.0	821.5
R3	831.0	827.3	820.0
R2	826.5	826.5	819.8
R1	822.5	822.5	819.3	822.3
PP	821.8	821.8	821.8	821.5
S1	818.0	818.0	818.3	817.5
S2	817.0	817.0	818.0
S3	812.3	813.3	817.5
S4	807.5	808.5	816.3

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	916.8	906.3	852.0
R3	886.5	876.0	843.8
R2	856.5	856.5	841.0
R1	846.0	846.0	838.3	851.3
PP	826.3	826.3	826.3	829.0
S1	815.8	815.8	832.8	821.0
S2	796.3	796.3	830.0
S3	766.3	785.8	827.0
S4	736.0	755.8	818.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	836.9	820.8	16.1	2.0%	2.0	0.3%	-12%	False	True	20
10	836.9	806.8	30.1	3.7%	1.5	0.2%	40%	False	False	13
20	854.2	806.8	47.4	5.8%	1.0	0.1%	25%	False	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 20 trading days

Fibonacci Retracements and Extensions
4.250	845.5
2.618	837.8
1.618	833.0
1.000	830.3
0.618	828.5
HIGH	825.5
0.618	823.8
0.500	823.3
0.382	822.5
LOW	820.8
0.618	818.0
1.000	816.0
1.618	813.3
2.618	808.5
4.250	800.8

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	823.3	828.8
PP	821.8	825.5
S1	820.3	822.3

Download as Excel Spreadsheet

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

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