ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 03-May-2011

Day Change Summary
	Previous	Current
	02-May-2011	03-May-2011	Change	Change %	Previous Week
Open	863.0	848.0	-15.0	-1.7%	838.2
High	863.0	849.7	-13.3	-1.5%	862.0
Low	852.0	839.5	-12.5	-1.5%	838.2
Close	849.8	839.6	-10.2	-1.2%	861.1
Range	11.0	10.2	-0.8	-7.3%	23.8
ATR	7.0	7.3	0.2	3.3%	0.0
Volume	12	8	-4	-33.3%	27

Daily Pivots for day following 03-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	873.5	866.8	845.3
R3	863.3	856.5	842.5
R2	853.3	853.3	841.5
R1	846.3	846.3	840.5	844.8
PP	843.0	843.0	843.0	842.0
S1	836.3	836.3	838.8	834.5
S2	832.8	832.8	837.8
S3	822.5	826.0	836.8
S4	812.3	815.8	834.0

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	839.5	23.5	2.8%	6.0	0.7%	0%	False	True	9
10	863.0	818.7	44.3	5.3%	3.8	0.4%	47%	False	False	8
20	863.0	811.0	52.0	6.2%	3.3	0.4%	55%	False	False	21

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	False
Stretch	0.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	893.0
2.618	876.5
1.618	866.3
1.000	860.0
0.618	856.0
HIGH	849.8
0.618	845.8
0.500	844.5
0.382	843.5
LOW	839.5
0.618	833.3
1.000	829.3
1.618	823.0
2.618	812.8
4.250	796.3

Fisher Pivots for day following 03-May-2011
Pivot	1 day	3 day
R1	844.5	851.3
PP	843.0	847.3
S1	841.3	843.5

Download as Excel Spreadsheet

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

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