ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	817.2	819.8	2.6	0.3%	834.0
High	822.3	819.8	-2.5	-0.3%	848.7
Low	812.1	803.1	-9.0	-1.1%	803.1
Close	816.4	804.4	-12.0	-1.5%	804.4
Range	10.2	16.7	6.5	63.7%	45.6
ATR	11.7	12.1	0.4	3.0%	0.0
Volume	439	1,525	1,086	247.4%	3,885

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	859.3	848.5	813.5
R3	842.5	831.8	809.0
R2	825.8	825.8	807.5
R1	815.0	815.0	806.0	812.0
PP	809.0	809.0	809.0	807.5
S1	798.5	798.5	802.8	795.5
S2	792.5	792.5	801.3
S3	775.8	781.8	799.8
S4	759.0	765.0	795.3

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	955.5	925.5	829.5
R3	910.0	880.0	817.0
R2	864.3	864.3	812.8
R1	834.3	834.3	808.5	826.5
PP	818.8	818.8	818.8	814.8
S1	788.8	788.8	800.3	781.0
S2	773.3	773.3	796.0
S3	727.5	743.3	791.8
S4	682.0	697.5	779.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	848.7	803.1	45.6	5.7%	14.3	1.8%	3%	False	True	777
10	848.7	799.4	49.3	6.1%	13.5	1.7%	10%	False	False	491
20	852.3	799.4	52.9	6.6%	12.5	1.6%	9%	False	False	280
40	863.0	799.4	63.6	7.9%	8.0	1.0%	8%	False	False	161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	890.8
2.618	863.5
1.618	846.8
1.000	836.5
0.618	830.0
HIGH	819.8
0.618	813.5
0.500	811.5
0.382	809.5
LOW	803.0
0.618	792.8
1.000	786.5
1.618	776.0
2.618	759.5
4.250	732.0

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	811.5	826.0
PP	809.0	818.8
S1	806.8	811.5

Download as Excel Spreadsheet

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

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