ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	825.1	806.8	-18.3	-2.2%	827.5
High	825.1	806.8	-18.3	-2.2%	835.0
Low	825.1	806.8	-18.3	-2.2%	818.9
Close	825.1	811.2	-13.9	-1.7%	825.1
Range
ATR	7.8	8.5	0.8	9.7%	0.0
Volume	0	2	2		41

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	808.3	809.8	811.3
R3	808.3	809.8	811.3
R2	808.3	808.3	811.3
R1	809.8	809.8	811.3	809.0
PP	808.3	808.3	808.3	808.0
S1	809.8	809.8	811.3	809.0
S2	808.3	808.3	811.3
S3	808.3	809.8	811.3
S4	808.3	809.8	811.3

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	874.8	866.0	834.0
R3	858.5	849.8	829.5
R2	842.5	842.5	828.0
R1	833.8	833.8	826.5	830.0
PP	826.3	826.3	826.3	824.5
S1	817.8	817.8	823.5	814.0
S2	810.3	810.3	822.3
S3	794.3	801.5	820.8
S4	778.0	785.5	816.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	835.0	806.8	28.2	3.5%	0.8	0.1%	16%	False	True	6
10	854.2	806.8	47.4	5.8%	0.5	0.1%	9%	False	True	14

Crabel Price Patterns
NR	False
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	0.0

Fibonacci Retracements and Extensions
4.250	806.8
2.618	806.8
1.618	806.8
1.000	806.8
0.618	806.8
HIGH	806.8
0.618	806.8
0.500	806.8
0.382	806.8
LOW	806.8
0.618	806.8
1.000	806.8
1.618	806.8
2.618	806.8
4.250	806.8

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	809.8	816.0
PP	808.3	814.3
S1	806.8	812.8

Download as Excel Spreadsheet

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

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