ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	793.2	794.7	1.5	0.2%	834.0
High	800.2	794.7	-5.5	-0.7%	848.7
Low	791.6	781.8	-9.8	-1.2%	803.1
Close	793.3	783.6	-9.7	-1.2%	804.4
Range	8.6	12.9	4.3	50.0%	45.6
ATR	12.0	12.0	0.1	0.6%	0.0
Volume	5,495	29,332	23,837	433.8%	3,885

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	825.5	817.5	790.8
R3	812.5	804.5	787.3
R2	799.5	799.5	786.0
R1	791.5	791.5	784.8	789.3
PP	786.8	786.8	786.8	785.5
S1	778.8	778.8	782.5	776.3
S2	773.8	773.8	781.3
S3	761.0	765.8	780.0
S4	748.0	753.0	776.5

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	822.3	781.8	40.5	5.2%	12.5	1.6%	4%	False	True	7,474
10	848.7	781.8	66.9	8.5%	13.0	1.7%	3%	False	True	4,000
20	848.7	781.8	66.9	8.5%	12.3	1.6%	3%	False	True	2,047
40	863.0	781.8	81.2	10.4%	9.0	1.1%	2%	False	True	1,045

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	2.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	849.5
2.618	828.5
1.618	815.5
1.000	807.5
0.618	802.8
HIGH	794.8
0.618	789.8
0.500	788.3
0.382	786.8
LOW	781.8
0.618	773.8
1.000	769.0
1.618	761.0
2.618	748.0
4.250	727.0

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	788.3	794.0
PP	786.8	790.5
S1	785.3	787.0

Download as Excel Spreadsheet

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

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