ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 16-May-2011

Day Change Summary
	Previous	Current
	13-May-2011	16-May-2011	Change	Change %	Previous Week
Open	845.0	825.6	-19.4	-2.3%	829.6
High	845.0	830.5	-14.5	-1.7%	852.3
Low	830.0	816.8	-13.2	-1.6%	827.2
Close	829.6	816.3	-13.3	-1.6%	829.6
Range	15.0	13.7	-1.3	-8.7%	25.1
ATR	10.1	10.4	0.3	2.5%	0.0
Volume	17	11	-6	-35.3%	120

Daily Pivots for day following 16-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	862.3	853.0	823.8
R3	848.5	839.3	820.0
R2	835.0	835.0	818.8
R1	825.5	825.5	817.5	823.5
PP	821.3	821.3	821.3	820.0
S1	812.0	812.0	815.0	809.8
S2	807.5	807.5	813.8
S3	793.8	798.3	812.5
S4	780.0	784.5	808.8

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	816.8	35.5	4.3%	15.5	1.9%	-1%	False	True	20
10	852.3	816.8	35.5	4.3%	11.8	1.5%	-1%	False	True	74
20	863.0	811.0	52.0	6.4%	7.5	0.9%	10%	False	False	41

Crabel Price Patterns
NR	True
NR4	True
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	1.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	888.8
2.618	866.3
1.618	852.8
1.000	844.3
0.618	839.0
HIGH	830.5
0.618	825.3
0.500	823.8
0.382	822.0
LOW	816.8
0.618	808.3
1.000	803.0
1.618	794.8
2.618	781.0
4.250	758.5

Fisher Pivots for day following 16-May-2011
Pivot	1 day	3 day
R1	823.8	831.0
PP	821.3	826.0
S1	818.8	821.3

Download as Excel Spreadsheet

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

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