ICE Russell 2000 Mini Future December 2011

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

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	824.9	835.0	10.1	1.2%	833.5
High	824.9	835.0	10.1	1.2%	854.2
Low	824.9	831.0	6.1	0.7%	833.5
Close	824.9	830.6	5.7	0.7%	848.3
Range	0.0	4.0	4.0		20.7
ATR
Volume	0	32	32		105

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	844.3	841.5	832.8
R3	840.3	837.5	831.8
R2	836.3	836.3	831.3
R1	833.5	833.5	831.0	832.8
PP	832.3	832.3	832.3	832.0
S1	829.5	829.5	830.3	828.8
S2	828.3	828.3	829.8
S3	824.3	825.5	829.5
S4	820.3	821.5	828.5

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	907.5	898.5	859.8
R3	886.8	877.8	854.0
R2	866.0	866.0	852.0
R1	857.3	857.3	850.3	861.5
PP	845.3	845.3	845.3	847.5
S1	836.5	836.5	846.5	841.0
S2	824.8	824.8	844.5
S3	804.0	815.8	842.5
S4	783.3	795.0	837.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	854.2	824.9	29.3	3.5%	1.0	0.1%	19%	False	False	28
10	854.2	821.0	33.2	4.0%	0.8	0.1%	29%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	852.0
2.618	845.5
1.618	841.5
1.000	839.0
0.618	837.5
HIGH	835.0
0.618	833.5
0.500	833.0
0.382	832.5
LOW	831.0
0.618	828.5
1.000	827.0
1.618	824.5
2.618	820.5
4.250	814.0

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	833.0	830.5
PP	832.3	830.3
S1	831.5	830.0

Download as Excel Spreadsheet

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

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