ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 19-Apr-2011

Day Change Summary
	Previous	Current
	18-Apr-2011	19-Apr-2011	Change	Change %	Previous Week
Open	817.4	818.7	1.3	0.2%	830.1
High	817.4	818.7	1.3	0.2%	831.1
Low	811.0	818.7	7.7	0.9%	811.9
Close	818.8	818.7	-0.1	0.0%	831.1
Range	6.4	0.0	-6.4	-100.0%	19.2
ATR
Volume	1	0	-1	-100.0%	142

Daily Pivots for day following 19-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	818.8	818.8	818.8
R3	818.8	818.8	818.8
R2	818.8	818.8	818.8
R1	818.8	818.8	818.8	818.8
PP	818.8	818.8	818.8	818.8
S1	818.8	818.8	818.8	818.8
S2	818.8	818.8	818.8
S3	818.8	818.8	818.8
S4	818.8	818.8	818.8

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%	38%	False	False	21
10	855.4	811.0	44.4	5.4%	1.8	0.2%	17%	False	False	34

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	0.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	818.8
2.618	818.8
1.618	818.8
1.000	818.8
0.618	818.8
HIGH	818.8
0.618	818.8
0.500	818.8
0.382	818.8
LOW	818.8
0.618	818.8
1.000	818.8
1.618	818.8
2.618	818.8
4.250	818.8

Fisher Pivots for day following 19-Apr-2011
Pivot	1 day	3 day
R1	818.8	821.0
PP	818.8	820.3
S1	818.8	819.5

Download as Excel Spreadsheet

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

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