ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	787.4	775.2	-12.2	-1.5%	805.5
High	788.8	782.4	-6.4	-0.8%	806.0
Low	772.5	769.7	-2.8	-0.4%	772.5
Close	776.0	774.0	-2.0	-0.3%	776.0
Range	16.3	12.7	-3.6	-22.1%	33.5
ATR	12.2	12.2	0.0	0.3%	0.0
Volume	179,894	232,451	52,557	29.2%	318,744

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	813.5	806.5	781.0
R3	800.8	793.8	777.5
R2	788.0	788.0	776.3
R1	781.0	781.0	775.3	778.3
PP	775.3	775.3	775.3	774.0
S1	768.3	768.3	772.8	765.5
S2	762.8	762.8	771.8
S3	750.0	755.8	770.5
S4	737.3	743.0	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	800.2	769.7	30.5	3.9%	12.0	1.6%	14%	False	True	110,123
10	848.7	769.7	79.0	10.2%	14.5	1.9%	5%	False	True	55,455
20	848.7	769.7	79.0	10.2%	12.0	1.5%	5%	False	True	27,834
40	863.0	769.7	93.3	12.1%	9.8	1.3%	5%	False	True	13,937

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	2.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	836.5
2.618	815.8
1.618	803.0
1.000	795.0
0.618	790.3
HIGH	782.5
0.618	777.5
0.500	776.0
0.382	774.5
LOW	769.8
0.618	761.8
1.000	757.0
1.618	749.3
2.618	736.5
4.250	715.8

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	776.0	781.5
PP	775.3	779.0
S1	774.8	776.5

Download as Excel Spreadsheet

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

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