ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 11-May-2011

Day Change Summary
	Previous	Current
	10-May-2011	11-May-2011	Change	Change %	Previous Week
Open	839.6	852.3	12.7	1.5%	863.0
High	851.5	852.3	0.8	0.1%	863.0
Low	839.6	832.0	-7.6	-0.9%	821.0
Close	850.9	835.9	-15.0	-1.8%	826.8
Range	11.9	20.3	8.4	70.6%	42.0
ATR	8.4	9.3	0.8	10.1%	0.0
Volume	20	29	9	45.0%	629

Daily Pivots for day following 11-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	901.0	888.8	847.0
R3	880.8	868.5	841.5
R2	860.3	860.3	839.5
R1	848.3	848.3	837.8	844.0
PP	840.0	840.0	840.0	838.0
S1	827.8	827.8	834.0	823.8
S2	819.8	819.8	832.3
S3	799.5	807.5	830.3
S4	779.3	787.3	824.8

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	852.3	821.0	31.3	3.7%	12.3	1.5%	48%	True	False	116
10	863.0	821.0	42.0	5.0%	8.8	1.1%	35%	False	False	72
20	863.0	811.0	52.0	6.2%	5.8	0.7%	48%	False	False	44

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	0.6
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	938.5
2.618	905.5
1.618	885.3
1.000	872.5
0.618	864.8
HIGH	852.3
0.618	844.5
0.500	842.3
0.382	839.8
LOW	832.0
0.618	819.5
1.000	811.8
1.618	799.3
2.618	778.8
4.250	745.8

Fisher Pivots for day following 11-May-2011
Pivot	1 day	3 day
R1	842.3	839.8
PP	840.0	838.5
S1	838.0	837.3

Download as Excel Spreadsheet

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

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