ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	806.8	825.0	18.2	2.3%	827.5
High	806.8	825.0	18.2	2.3%	835.0
Low	806.8	825.0	18.2	2.3%	818.9
Close	811.2	826.8	15.6	1.9%	825.1
Range
ATR	8.5	8.9	0.4	4.4%	0.0
Volume	2	1	-1	-50.0%	41

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	825.5	826.3	826.8
R3	825.5	826.3	826.8
R2	825.5	825.5	826.8
R1	826.3	826.3	826.8	826.0
PP	825.5	825.5	825.5	825.5
S1	826.3	826.3	826.8	826.0
S2	825.5	825.5	826.8
S3	825.5	826.3	826.8
S4	825.5	826.3	826.8

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	3.4%	0.8	0.1%	71%	False	False	7
10	854.2	806.8	47.4	5.7%	0.5	0.1%	42%	False	False	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	825.0
2.618	825.0
1.618	825.0
1.000	825.0
0.618	825.0
HIGH	825.0
0.618	825.0
0.500	825.0
0.382	825.0
LOW	825.0
0.618	825.0
1.000	825.0
1.618	825.0
2.618	825.0
4.250	825.0

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	826.3	823.3
PP	825.5	819.5
S1	825.0	816.0

Download as Excel Spreadsheet

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

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