ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	775.5	790.5	15.0	1.9%	805.5
High	792.9	791.1	-1.8	-0.2%	806.0
Low	773.6	773.0	-0.6	-0.1%	772.5
Close	792.4	776.9	-15.5	-2.0%	776.0
Range	19.3	18.1	-1.2	-6.2%	33.5
ATR	12.7	13.2	0.5	3.7%	0.0
Volume	233,272	256,983	23,711	10.2%	318,744

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	834.8	823.8	786.8
R3	816.5	805.8	782.0
R2	798.5	798.5	780.3
R1	787.8	787.8	778.5	784.0
PP	780.3	780.3	780.3	778.5
S1	769.5	769.5	775.3	766.0
S2	762.3	762.3	773.5
S3	744.3	751.5	772.0
S4	726.0	733.3	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	793.4	769.7	23.7	3.1%	15.3	2.0%	30%	False	False	201,208
10	822.3	769.7	52.6	6.8%	14.0	1.8%	14%	False	False	104,341
20	848.7	769.7	79.0	10.2%	12.8	1.6%	9%	False	False	52,343
40	863.0	769.7	93.3	12.0%	10.5	1.4%	8%	False	False	26,194

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	1.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	868.0
2.618	838.5
1.618	820.5
1.000	809.3
0.618	802.3
HIGH	791.0
0.618	784.3
0.500	782.0
0.382	780.0
LOW	773.0
0.618	761.8
1.000	755.0
1.618	743.8
2.618	725.5
4.250	696.0

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	782.0	781.3
PP	780.3	779.8
S1	778.5	778.3

Download as Excel Spreadsheet

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

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