ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 18-Apr-2011

Day Change Summary
	Previous	Current
	15-Apr-2011	18-Apr-2011	Change	Change %	Previous Week
Open	831.1	817.4	-13.7	-1.6%	830.1
High	831.1	817.4	-13.7	-1.6%	831.1
Low	831.1	811.0	-20.1	-2.4%	811.9
Close	831.1	818.8	-12.3	-1.5%	831.1
Range	0.0	6.4	6.4		19.2
ATR
Volume	0	1	1		142

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	835.0	833.3	822.3
R3	828.5	826.8	820.5
R2	822.3	822.3	820.0
R1	820.5	820.5	819.5	821.3
PP	815.8	815.8	815.8	816.3
S1	814.0	814.0	818.3	815.0
S2	809.3	809.3	817.8
S3	803.0	807.8	817.0
S4	796.5	801.3	815.3

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	831.1	811.0	20.1	2.5%	2.3	0.3%	39%	False	True	21
10	855.4	811.0	44.4	5.4%	2.5	0.3%	18%	False	True	35

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	0.2
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	844.5
2.618	834.3
1.618	827.8
1.000	823.8
0.618	821.3
HIGH	817.5
0.618	815.0
0.500	814.3
0.382	813.5
LOW	811.0
0.618	807.0
1.000	804.5
1.618	800.8
2.618	794.3
4.250	783.8

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	817.3	821.0
PP	815.8	820.3
S1	814.3	819.5

Download as Excel Spreadsheet

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

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