ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	847.1	817.2	-29.9	-3.5%	822.1
High	848.7	822.3	-26.4	-3.1%	835.6
Low	816.5	812.1	-4.4	-0.5%	799.4
Close	817.0	816.4	-0.6	-0.1%	833.4
Range	32.2	10.2	-22.0	-68.3%	36.2
ATR	11.8	11.7	-0.1	-1.0%	0.0
Volume	1,390	439	-951	-68.4%	1,033

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	847.5	842.3	822.0
R3	837.3	832.0	819.3
R2	827.3	827.3	818.3
R1	821.8	821.8	817.3	819.3
PP	817.0	817.0	817.0	815.8
S1	811.5	811.5	815.5	809.3
S2	806.8	806.8	814.5
S3	796.5	801.3	813.5
S4	786.3	791.3	810.8

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	848.7	812.1	36.6	4.5%	12.3	1.5%	12%	False	True	534
10	848.7	799.4	49.3	6.0%	12.5	1.5%	34%	False	False	339
20	852.3	799.4	52.9	6.5%	12.3	1.5%	32%	False	False	222
40	863.0	799.4	63.6	7.8%	7.5	0.9%	27%	False	False	123

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	2.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	865.8
2.618	849.0
1.618	838.8
1.000	832.5
0.618	828.5
HIGH	822.3
0.618	818.5
0.500	817.3
0.382	816.0
LOW	812.0
0.618	805.8
1.000	802.0
1.618	795.5
2.618	785.5
4.250	768.8

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	817.3	830.5
PP	817.0	825.8
S1	816.8	821.0

Download as Excel Spreadsheet

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

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