ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 02-May-2011

Day Change Summary
	Previous	Current
	29-Apr-2011	02-May-2011	Change	Change %	Previous Week
Open	862.0	863.0	1.0	0.1%	838.2
High	862.0	863.0	1.0	0.1%	862.0
Low	862.0	852.0	-10.0	-1.2%	838.2
Close	861.1	849.8	-11.3	-1.3%	861.1
Range	0.0	11.0	11.0		23.8
ATR	6.7	7.0	0.3	4.5%	0.0
Volume	8	12	4	50.0%	27

Daily Pivots for day following 02-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	888.0	879.8	855.8
R3	877.0	868.8	852.8
R2	866.0	866.0	851.8
R1	857.8	857.8	850.8	856.5
PP	855.0	855.0	855.0	854.3
S1	846.8	846.8	848.8	845.5
S2	844.0	844.0	847.8
S3	833.0	835.8	846.8
S4	822.0	824.8	843.8

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	925.3	917.0	874.3
R3	901.3	893.3	867.8
R2	877.5	877.5	865.5
R1	869.3	869.3	863.3	873.5
PP	853.8	853.8	853.8	855.8
S1	845.5	845.5	859.0	849.8
S2	830.0	830.0	856.8
S3	806.3	821.8	854.5
S4	782.3	798.0	848.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	863.0	846.3	16.7	2.0%	4.5	0.5%	21%	True	False	7
10	863.0	811.0	52.0	6.1%	3.3	0.4%	75%	True	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.3
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	909.8
2.618	891.8
1.618	880.8
1.000	874.0
0.618	869.8
HIGH	863.0
0.618	858.8
0.500	857.5
0.382	856.3
LOW	852.0
0.618	845.3
1.000	841.0
1.618	834.3
2.618	823.3
4.250	805.3

Fisher Pivots for day following 02-May-2011
Pivot	1 day	3 day
R1	857.5	857.5
PP	855.0	855.0
S1	852.3	852.3

Download as Excel Spreadsheet

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

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