ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	805.5	793.2	-12.3	-1.5%	834.0
High	806.0	800.2	-5.8	-0.7%	848.7
Low	791.8	791.6	-0.2	0.0%	803.1
Close	793.5	793.3	-0.2	0.0%	804.4
Range	14.2	8.6	-5.6	-39.4%	45.6
ATR	12.2	12.0	-0.3	-2.1%	0.0
Volume	579	5,495	4,916	849.1%	3,885

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	820.8	815.8	798.0
R3	812.3	807.0	795.8
R2	803.8	803.8	795.0
R1	798.5	798.5	794.0	801.0
PP	795.0	795.0	795.0	796.3
S1	789.8	789.8	792.5	792.5
S2	786.5	786.5	791.8
S3	777.8	781.3	791.0
S4	769.3	772.8	788.5

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	791.6	57.1	7.2%	16.5	2.1%	3%	False	True	1,885
10	848.7	791.6	57.1	7.2%	13.5	1.7%	3%	False	True	1,096
20	852.3	791.6	60.7	7.7%	12.5	1.6%	3%	False	True	582
40	863.0	791.6	71.4	9.0%	8.5	1.1%	2%	False	True	312

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	2.2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	836.8
2.618	822.8
1.618	814.0
1.000	808.8
0.618	805.5
HIGH	800.3
0.618	797.0
0.500	796.0
0.382	795.0
LOW	791.5
0.618	786.3
1.000	783.0
1.618	777.8
2.618	769.0
4.250	755.0

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	796.0	805.8
PP	795.0	801.5
S1	794.3	797.5

Download as Excel Spreadsheet

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

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