ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 05-May-2011

Day Change Summary
	Previous	Current
	04-May-2011	05-May-2011	Change	Change %	Previous Week
Open	828.0	821.7	-6.3	-0.8%	838.2
High	831.0	829.5	-1.5	-0.2%	862.0
Low	828.0	821.0	-7.0	-0.8%	838.2
Close	827.3	826.8	-0.5	-0.1%	861.1
Range	3.0	8.5	5.5	183.3%	23.8
ATR	7.6	7.6	0.1	0.9%	0.0
Volume	106	156	50	47.2%	27

Daily Pivots for day following 05-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	851.3	847.5	831.5
R3	842.8	839.0	829.3
R2	834.3	834.3	828.3
R1	830.5	830.5	827.5	832.5
PP	825.8	825.8	825.8	826.8
S1	822.0	822.0	826.0	824.0
S2	817.3	817.3	825.3
S3	808.8	813.5	824.5
S4	800.3	805.0	822.0

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	821.0	42.0	5.1%	6.5	0.8%	14%	False	True	58
10	863.0	821.0	42.0	5.1%	4.5	0.5%	14%	False	True	32
20	863.0	811.0	52.0	6.3%	3.0	0.4%	30%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	865.5
2.618	851.8
1.618	843.3
1.000	838.0
0.618	834.8
HIGH	829.5
0.618	826.3
0.500	825.3
0.382	824.3
LOW	821.0
0.618	815.8
1.000	812.5
1.618	807.3
2.618	798.8
4.250	785.0

Fisher Pivots for day following 05-May-2011
Pivot	1 day	3 day
R1	826.3	835.3
PP	825.8	832.5
S1	825.3	829.8

Download as Excel Spreadsheet

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

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