ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	830.4	826.0	-4.4	-0.5%	825.6
High	832.1	828.0	-4.1	-0.5%	832.1
Low	830.4	822.3	-8.1	-1.0%	810.2
Close	831.8	822.3	-9.5	-1.1%	822.3
Range	1.7	5.7	4.0	235.3%	21.9
ATR	9.8	9.8	0.0	-0.2%	0.0
Volume	504	6	-498	-98.8%	581

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	841.3	837.5	825.5
R3	835.5	831.8	823.8
R2	830.0	830.0	823.3
R1	826.0	826.0	822.8	825.3
PP	824.3	824.3	824.3	823.8
S1	820.5	820.5	821.8	819.5
S2	818.5	818.5	821.3
S3	812.8	814.8	820.8
S4	807.0	809.0	819.3

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	887.3	876.8	834.3
R3	865.3	854.8	828.3
R2	843.5	843.5	826.3
R1	832.8	832.8	824.3	827.3
PP	821.5	821.5	821.5	818.8
S1	811.0	811.0	820.3	805.3
S2	799.8	799.8	818.3
S3	777.8	789.0	816.3
S4	755.8	767.3	810.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	832.1	810.2	21.9	2.7%	8.0	1.0%	55%	False	False	116
10	852.3	810.2	42.1	5.1%	11.5	1.4%	29%	False	False	70
20	863.0	810.2	52.8	6.4%	8.5	1.0%	23%	False	False	67

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	1.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	852.3
2.618	843.0
1.618	837.3
1.000	833.8
0.618	831.5
HIGH	828.0
0.618	825.8
0.500	825.3
0.382	824.5
LOW	822.3
0.618	818.8
1.000	816.5
1.618	813.0
2.618	807.5
4.250	798.0

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	825.3	825.0
PP	824.3	824.3
S1	823.3	823.3

Download as Excel Spreadsheet

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

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