ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 26-May-2011

Day Change Summary
	Previous	Current
	25-May-2011	26-May-2011	Change	Change %	Previous Week
Open	800.2	818.2	18.0	2.2%	825.6
High	818.7	829.0	10.3	1.3%	832.1
Low	799.4	813.4	14.0	1.8%	810.2
Close	815.1	828.6	13.5	1.7%	822.3
Range	19.3	15.6	-3.7	-19.2%	21.9
ATR	10.7	11.0	0.4	3.3%	0.0
Volume	291	401	110	37.8%	581

Daily Pivots for day following 26-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	870.5	865.3	837.3
R3	854.8	849.5	833.0
R2	839.3	839.3	831.5
R1	834.0	834.0	830.0	836.5
PP	823.8	823.8	823.8	825.0
S1	818.3	818.3	827.3	821.0
S2	808.0	808.0	825.8
S3	792.5	802.8	824.3
S4	776.8	787.3	820.0

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	829.0	799.4	29.6	3.6%	12.8	1.5%	99%	True	False	145
10	845.0	799.4	45.6	5.5%	11.3	1.4%	64%	False	False	131
20	863.0	799.4	63.6	7.7%	10.8	1.3%	46%	False	False	102

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	1.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	895.3
2.618	869.8
1.618	854.3
1.000	844.5
0.618	838.8
HIGH	829.0
0.618	823.0
0.500	821.3
0.382	819.3
LOW	813.5
0.618	803.8
1.000	797.8
1.618	788.3
2.618	772.5
4.250	747.0

Fisher Pivots for day following 26-May-2011
Pivot	1 day	3 day
R1	826.3	823.8
PP	823.8	819.0
S1	821.3	814.3

Download as Excel Spreadsheet

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

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