ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 30-May-2011

Day Change Summary
	Previous	Current
	27-May-2011	30-May-2011	Change	Change %	Previous Week
Open	831.0	834.0	3.0	0.4%	822.1
High	835.6	834.0	-1.6	-0.2%	835.6
Low	828.0	834.0	6.0	0.7%	799.4
Close	833.4	833.4	0.0	0.0%	833.4
Range	7.6	0.0	-7.6	-100.0%	36.2
ATR	10.8	10.1	-0.7	-6.7%	0.0
Volume	314	526	212	67.5%	1,033

Daily Pivots for day following 30-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	833.8	833.5	833.5
R3	833.8	833.5	833.5
R2	833.8	833.8	833.5
R1	833.5	833.5	833.5	833.8
PP	833.8	833.8	833.8	833.8
S1	833.5	833.5	833.5	833.8
S2	833.8	833.8	833.5
S3	833.8	833.5	833.5
S4	833.8	833.5	833.5

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	931.5	918.5	853.3
R3	895.3	882.5	843.3
R2	859.0	859.0	840.0
R1	846.3	846.3	836.8	852.5
PP	822.8	822.8	822.8	826.0
S1	810.0	810.0	830.0	816.5
S2	786.5	786.5	826.8
S3	750.5	773.8	823.5
S4	714.3	737.5	813.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	835.6	799.4	36.2	4.3%	10.5	1.3%	94%	False	False	309
10	835.6	799.4	36.2	4.3%	9.3	1.1%	94%	False	False	212
20	852.3	799.4	52.9	6.3%	10.5	1.3%	64%	False	False	143

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.7
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	834.0
2.618	834.0
1.618	834.0
1.000	834.0
0.618	834.0
HIGH	834.0
0.618	834.0
0.500	834.0
0.382	834.0
LOW	834.0
0.618	834.0
1.000	834.0
1.618	834.0
2.618	834.0
4.250	834.0

Fisher Pivots for day following 30-May-2011
Pivot	1 day	3 day
R1	834.0	830.5
PP	833.8	827.5
S1	833.5	824.5

Download as Excel Spreadsheet

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

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