ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 25-May-2011

Day Change Summary
	Previous	Current
	24-May-2011	25-May-2011	Change	Change %	Previous Week
Open	810.9	800.2	-10.7	-1.3%	825.6
High	814.7	818.7	4.0	0.5%	832.1
Low	805.1	799.4	-5.7	-0.7%	810.2
Close	806.1	815.1	9.0	1.1%	822.3
Range	9.6	19.3	9.7	101.0%	21.9
ATR	10.0	10.7	0.7	6.6%	0.0
Volume	14	291	277	1,978.6%	581

Daily Pivots for day following 25-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	869.0	861.3	825.8
R3	849.8	842.0	820.5
R2	830.3	830.3	818.8
R1	822.8	822.8	816.8	826.5
PP	811.0	811.0	811.0	813.0
S1	803.5	803.5	813.3	807.3
S2	791.8	791.8	811.5
S3	772.5	784.3	809.8
S4	753.3	764.8	804.5

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	799.4	32.7	4.0%	10.0	1.2%	48%	False	True	165
10	845.0	799.4	45.6	5.6%	11.3	1.4%	34%	False	True	94
20	863.0	799.4	63.6	7.8%	10.0	1.2%	25%	False	True	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.4
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	900.8
2.618	869.3
1.618	850.0
1.000	838.0
0.618	830.8
HIGH	818.8
0.618	811.3
0.500	809.0
0.382	806.8
LOW	799.5
0.618	787.5
1.000	780.0
1.618	768.3
2.618	748.8
4.250	717.5

Fisher Pivots for day following 25-May-2011
Pivot	1 day	3 day
R1	813.0	813.8
PP	811.0	812.3
S1	809.0	810.8

Download as Excel Spreadsheet

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

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