ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 09-May-2011

Day Change Summary
	Previous	Current
	06-May-2011	09-May-2011	Change	Change %	Previous Week
Open	834.1	829.6	-4.5	-0.5%	863.0
High	834.6	839.6	5.0	0.6%	863.0
Low	826.9	827.2	0.3	0.0%	821.0
Close	826.8	837.8	11.0	1.3%	826.8
Range	7.7	12.4	4.7	61.0%	42.0
ATR	7.7	8.0	0.4	4.8%	0.0
Volume	347	28	-319	-91.9%	629

Daily Pivots for day following 09-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	872.0	867.3	844.5
R3	859.8	855.0	841.3
R2	847.3	847.3	840.0
R1	842.5	842.5	839.0	845.0
PP	834.8	834.8	834.8	836.0
S1	830.3	830.3	836.8	832.5
S2	822.5	822.5	835.5
S3	810.0	817.8	834.5
S4	797.8	805.3	831.0

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	963.0	936.8	850.0
R3	921.0	894.8	838.3
R2	879.0	879.0	834.5
R1	852.8	852.8	830.8	845.0
PP	837.0	837.0	837.0	833.0
S1	810.8	810.8	823.0	803.0
S2	795.0	795.0	819.0
S3	753.0	768.8	815.3
S4	711.0	726.8	803.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	849.7	821.0	28.7	3.4%	8.3	1.0%	59%	False	False	129
10	863.0	821.0	42.0	5.0%	6.5	0.8%	40%	False	False	68
20	863.0	811.0	52.0	6.2%	4.0	0.5%	52%	False	False	43

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	892.3
2.618	872.0
1.618	859.8
1.000	852.0
0.618	847.3
HIGH	839.5
0.618	834.8
0.500	833.5
0.382	832.0
LOW	827.3
0.618	819.5
1.000	814.8
1.618	807.3
2.618	794.8
4.250	774.5

Fisher Pivots for day following 09-May-2011
Pivot	1 day	3 day
R1	836.3	835.3
PP	834.8	832.8
S1	833.5	830.3

Download as Excel Spreadsheet

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

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