ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	682.1	706.0	23.9	3.5%	690.9
High	705.9	709.2	3.3	0.5%	733.0
Low	681.7	686.8	5.1	0.7%	677.1
Close	704.8	692.4	-12.4	-1.8%	677.1
Range	24.2	22.4	-1.8	-7.4%	55.9
ATR	24.5	24.3	-0.1	-0.6%	0.0
Volume	16,230	111,763	95,533	588.6%	1,673

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	763.3	750.3	704.8
R3	741.0	727.8	698.5
R2	718.5	718.5	696.5
R1	705.5	705.5	694.5	700.8
PP	696.3	696.3	696.3	693.8
S1	683.0	683.0	690.3	678.5
S2	673.8	673.8	688.3
S3	651.3	660.8	686.3
S4	629.0	638.3	680.0

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	863.5	826.3	707.8
R3	807.5	770.3	692.5
R2	751.8	751.8	687.3
R1	714.3	714.3	682.3	705.0
PP	695.8	695.8	695.8	691.0
S1	658.5	658.5	672.0	649.3
S2	639.8	639.8	666.8
S3	584.0	602.5	661.8
S4	528.0	546.8	646.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	729.3	654.8	74.5	10.8%	23.5	3.4%	50%	False	False	26,208
10	733.0	654.8	78.2	11.3%	22.8	3.3%	48%	False	False	13,180
20	733.0	642.6	90.4	13.1%	22.5	3.2%	55%	False	False	6,665
40	836.9	622.6	214.3	31.0%	20.5	3.0%	33%	False	False	3,358

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	False
Bull Hook	True
Stretch	5.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	804.5
2.618	767.8
1.618	745.5
1.000	731.5
0.618	723.0
HIGH	709.3
0.618	700.8
0.500	698.0
0.382	695.3
LOW	686.8
0.618	673.0
1.000	664.5
1.618	650.5
2.618	628.3
4.250	591.5

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	698.0	689.0
PP	696.3	685.5
S1	694.3	682.0

Download as Excel Spreadsheet

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

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