ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 17-May-2011

Day Change Summary
	Previous	Current
	16-May-2011	17-May-2011	Change	Change %	Previous Week
Open	825.6	815.0	-10.6	-1.3%	829.6
High	830.5	817.6	-12.9	-1.6%	852.3
Low	816.8	810.2	-6.6	-0.8%	827.2
Close	816.3	816.5	0.2	0.0%	829.6
Range	13.7	7.4	-6.3	-46.0%	25.1
ATR	10.4	10.2	-0.2	-2.1%	0.0
Volume	11	22	11	100.0%	120

Daily Pivots for day following 17-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	837.0	834.3	820.5
R3	829.5	826.8	818.5
R2	822.3	822.3	817.8
R1	819.3	819.3	817.3	820.8
PP	814.8	814.8	814.8	815.5
S1	812.0	812.0	815.8	813.3
S2	807.3	807.3	815.3
S3	800.0	804.5	814.5
S4	792.5	797.3	812.5

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	810.2	42.1	5.2%	14.5	1.8%	15%	False	True	21
10	852.3	810.2	42.1	5.2%	11.5	1.4%	15%	False	True	76
20	863.0	810.2	52.8	6.5%	7.8	0.9%	12%	False	True	42

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	1.1
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	849.0
2.618	837.0
1.618	829.5
1.000	825.0
0.618	822.3
HIGH	817.5
0.618	814.8
0.500	814.0
0.382	813.0
LOW	810.3
0.618	805.8
1.000	802.8
1.618	798.3
2.618	790.8
4.250	778.8

Fisher Pivots for day following 17-May-2011
Pivot	1 day	3 day
R1	815.8	827.5
PP	814.8	824.0
S1	814.0	820.3

Download as Excel Spreadsheet

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

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