ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 13-May-2011

Day Change Summary
	Previous	Current
	12-May-2011	13-May-2011	Change	Change %	Previous Week
Open	828.0	845.0	17.0	2.1%	829.6
High	844.0	845.0	1.0	0.1%	852.3
Low	828.0	830.0	2.0	0.2%	827.2
Close	843.6	829.6	-14.0	-1.7%	829.6
Range	16.0	15.0	-1.0	-6.3%	25.1
ATR	9.8	10.1	0.4	3.8%	0.0
Volume	26	17	-9	-34.6%	120

Daily Pivots for day following 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	879.8	869.8	837.8
R3	864.8	854.8	833.8
R2	849.8	849.8	832.3
R1	839.8	839.8	831.0	837.3
PP	834.8	834.8	834.8	833.8
S1	824.8	824.8	828.3	822.3
S2	819.8	819.8	826.8
S3	804.8	809.8	825.5
S4	789.8	794.8	821.3

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	911.8	895.8	843.5
R3	886.5	870.8	836.5
R2	861.5	861.5	834.3
R1	845.5	845.5	832.0	842.3
PP	836.3	836.3	836.3	834.8
S1	820.5	820.5	827.3	817.0
S2	811.3	811.3	825.0
S3	786.3	795.3	822.8
S4	761.0	770.3	815.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	852.3	827.2	25.1	3.0%	15.0	1.8%	10%	False	False	24
10	863.0	821.0	42.0	5.1%	11.5	1.4%	20%	False	False	74
20	863.0	811.0	52.0	6.3%	7.0	0.8%	36%	False	False	40

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	True
Stretch	0.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	908.8
2.618	884.3
1.618	869.3
1.000	860.0
0.618	854.3
HIGH	845.0
0.618	839.3
0.500	837.5
0.382	835.8
LOW	830.0
0.618	820.8
1.000	815.0
1.618	805.8
2.618	790.8
4.250	766.3

Fisher Pivots for day following 13-May-2011
Pivot	1 day	3 day
R1	837.5	840.3
PP	834.8	836.8
S1	832.3	833.0

Download as Excel Spreadsheet

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

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