ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 25-Apr-2011

Day Change Summary
	Previous	Current
	21-Apr-2011	25-Apr-2011	Change	Change %	Previous Week
Open	836.9	838.2	1.3	0.2%	817.4
High	836.9	838.2	1.3	0.2%	836.9
Low	836.9	838.2	1.3	0.2%	811.0
Close	838.2	838.2	0.0	0.0%	838.2
Range
ATR	7.0	6.5	-0.5	-7.1%	0.0
Volume	15	0	-15	-100.0%	43

Daily Pivots for day following 25-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	838.3	838.3	838.3
R3	838.3	838.3	838.3
R2	838.3	838.3	838.3
R1	838.3	838.3	838.3	838.3
PP	838.3	838.3	838.3	838.3
S1	838.3	838.3	838.3	838.3
S2	838.3	838.3	838.3
S3	838.3	838.3	838.3
S4	838.3	838.3	838.3

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	906.5	898.3	852.5
R3	880.5	872.3	845.3
R2	854.5	854.5	843.0
R1	846.5	846.5	840.5	850.5
PP	828.8	828.8	828.8	830.8
S1	820.5	820.5	835.8	824.5
S2	802.8	802.8	833.5
S3	777.0	794.5	831.0
S4	751.0	768.8	824.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	838.2	811.0	27.2	3.2%	2.3	0.3%	100%	True	False	8
10	838.2	811.0	27.2	3.2%	1.5	0.2%	100%	True	False	18

Crabel Price Patterns
NR	False
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	False
Stretch	0.1

Fibonacci Retracements and Extensions
4.250	838.3
2.618	838.3
1.618	838.3
1.000	838.3
0.618	838.3
HIGH	838.3
0.618	838.3
0.500	838.3
0.382	838.3
LOW	838.3
0.618	838.3
1.000	838.3
1.618	838.3
2.618	838.3
4.250	838.3

Fisher Pivots for day following 25-Apr-2011
Pivot	1 day	3 day
R1	838.3	837.0
PP	838.3	835.8
S1	838.3	834.5

Download as Excel Spreadsheet

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

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