ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	784.0	787.4	3.4	0.4%	805.5
High	793.4	788.8	-4.6	-0.6%	806.0
Low	783.4	772.5	-10.9	-1.4%	772.5
Close	787.8	776.0	-11.8	-1.5%	776.0
Range	10.0	16.3	6.3	63.0%	33.5
ATR	11.9	12.2	0.3	2.7%	0.0
Volume	103,444	179,894	76,450	73.9%	318,744

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	828.0	818.3	785.0
R3	811.8	802.0	780.5
R2	795.5	795.5	779.0
R1	785.8	785.8	777.5	782.5
PP	779.0	779.0	779.0	777.5
S1	769.5	769.5	774.5	766.0
S2	762.8	762.8	773.0
S3	746.5	753.0	771.5
S4	730.3	736.8	767.0

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	885.3	864.3	794.5
R3	851.8	830.8	785.3
R2	818.3	818.3	782.3
R1	797.3	797.3	779.0	791.0
PP	784.8	784.8	784.8	781.8
S1	763.8	763.8	773.0	757.5
S2	751.3	751.3	769.8
S3	717.8	730.3	766.8
S4	684.3	696.8	757.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	806.0	772.5	33.5	4.3%	12.5	1.6%	10%	False	True	63,748
10	848.7	772.5	76.2	9.8%	13.3	1.7%	5%	False	True	32,262
20	848.7	772.5	76.2	9.8%	12.0	1.5%	5%	False	True	16,212
40	863.0	772.5	90.5	11.7%	9.5	1.2%	4%	False	True	8,126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	858.0
2.618	831.5
1.618	815.3
1.000	805.0
0.618	798.8
HIGH	788.8
0.618	782.5
0.500	780.8
0.382	778.8
LOW	772.5
0.618	762.5
1.000	756.3
1.618	746.3
2.618	729.8
4.250	703.3

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	780.8	783.5
PP	779.0	781.0
S1	777.5	778.5

Download as Excel Spreadsheet

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

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