ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 10-May-2011

Day Change Summary
	Previous	Current
	09-May-2011	10-May-2011	Change	Change %	Previous Week
Open	829.6	839.6	10.0	1.2%	863.0
High	839.6	851.5	11.9	1.4%	863.0
Low	827.2	839.6	12.4	1.5%	821.0
Close	837.8	850.9	13.1	1.6%	826.8
Range	12.4	11.9	-0.5	-4.0%	42.0
ATR	8.0	8.4	0.4	5.1%	0.0
Volume	28	20	-8	-28.6%	629

Daily Pivots for day following 10-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	883.0	878.8	857.5
R3	871.3	867.0	854.3
R2	859.3	859.3	853.0
R1	855.0	855.0	852.0	857.3
PP	847.3	847.3	847.3	848.5
S1	843.3	843.3	849.8	845.3
S2	835.5	835.5	848.8
S3	823.5	831.3	847.8
S4	811.8	819.3	844.3

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	851.5	821.0	30.5	3.6%	8.8	1.0%	98%	True	False	131
10	863.0	821.0	42.0	4.9%	7.3	0.9%	71%	False	False	70
20	863.0	811.0	52.0	6.1%	4.5	0.5%	77%	False	False	42

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	0.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	902.0
2.618	882.8
1.618	870.8
1.000	863.5
0.618	858.8
HIGH	851.5
0.618	847.0
0.500	845.5
0.382	844.3
LOW	839.5
0.618	832.3
1.000	827.8
1.618	820.3
2.618	808.5
4.250	789.0

Fisher Pivots for day following 10-May-2011
Pivot	1 day	3 day
R1	849.0	847.0
PP	847.3	843.0
S1	845.5	839.3

Download as Excel Spreadsheet

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

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