ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 18-May-2011

Day Change Summary
	Previous	Current
	17-May-2011	18-May-2011	Change	Change %	Previous Week
Open	815.0	818.0	3.0	0.4%	829.6
High	817.6	830.0	12.4	1.5%	852.3
Low	810.2	818.0	7.8	1.0%	827.2
Close	816.5	830.1	13.6	1.7%	829.6
Range	7.4	12.0	4.6	62.2%	25.1
ATR	10.2	10.4	0.2	2.3%	0.0
Volume	22	38	16	72.7%	120

Daily Pivots for day following 18-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	862.0	858.0	836.8
R3	850.0	846.0	833.5
R2	838.0	838.0	832.3
R1	834.0	834.0	831.3	836.0
PP	826.0	826.0	826.0	827.0
S1	822.0	822.0	829.0	824.0
S2	814.0	814.0	828.0
S3	802.0	810.0	826.8
S4	790.0	798.0	823.5

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	845.0	810.2	34.8	4.2%	12.8	1.5%	57%	False	False	22
10	852.3	810.2	42.1	5.1%	12.5	1.5%	47%	False	False	69
20	863.0	810.2	52.8	6.4%	8.3	1.0%	38%	False	False	44

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	881.0
2.618	861.5
1.618	849.5
1.000	842.0
0.618	837.5
HIGH	830.0
0.618	825.5
0.500	824.0
0.382	822.5
LOW	818.0
0.618	810.5
1.000	806.0
1.618	798.5
2.618	786.5
4.250	767.0

Fisher Pivots for day following 18-May-2011
Pivot	1 day	3 day
R1	828.0	826.8
PP	826.0	823.5
S1	824.0	820.3

Download as Excel Spreadsheet

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

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