ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	822.1	810.9	-11.2	-1.4%	825.6
High	822.1	814.7	-7.4	-0.9%	832.1
Low	809.0	805.1	-3.9	-0.5%	810.2
Close	809.5	806.1	-3.4	-0.4%	822.3
Range	13.1	9.6	-3.5	-26.7%	21.9
ATR	10.0	10.0	0.0	-0.3%	0.0
Volume	13	14	1	7.7%	581

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	837.5	831.3	811.5
R3	827.8	821.8	808.8
R2	818.3	818.3	807.8
R1	812.3	812.3	807.0	810.5
PP	808.8	808.8	808.8	807.8
S1	802.5	802.5	805.3	800.8
S2	799.0	799.0	804.3
S3	789.5	793.0	803.5
S4	779.8	783.3	800.8

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	805.1	27.0	3.3%	8.5	1.0%	4%	False	True	115
10	852.3	805.1	47.2	5.9%	11.5	1.4%	2%	False	True	68
20	863.0	805.1	57.9	7.2%	9.5	1.2%	2%	False	True	69

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	False
Stretch	1.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	855.5
2.618	839.8
1.618	830.3
1.000	824.3
0.618	820.8
HIGH	814.8
0.618	811.0
0.500	810.0
0.382	808.8
LOW	805.0
0.618	799.3
1.000	795.5
1.618	789.5
2.618	780.0
4.250	764.3

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	810.0	816.5
PP	808.8	813.0
S1	807.3	809.5

Download as Excel Spreadsheet

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

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