ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	823.0	836.0	13.0	1.6%	827.5
High	823.0	836.5	13.5	1.6%	835.0
Low	823.0	834.3	11.3	1.4%	818.9
Close	826.2	837.1	10.9	1.3%	825.1
Range	0.0	2.2	2.2		16.1
ATR	8.5	8.7	0.1	1.5%	0.0
Volume	2	43	41	2,050.0%	41

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	842.5	842.0	838.3
R3	840.3	839.8	837.8
R2	838.3	838.3	837.5
R1	837.8	837.8	837.3	838.0
PP	836.0	836.0	836.0	836.0
S1	835.5	835.5	837.0	835.8
S2	833.8	833.8	836.8
S3	831.5	833.3	836.5
S4	829.3	831.0	836.0

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	836.5	806.8	29.7	3.5%	0.5	0.1%	102%	True	False	9
10	848.3	806.8	41.5	5.0%	0.8	0.1%	73%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.1
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	845.8
2.618	842.3
1.618	840.0
1.000	838.8
0.618	837.8
HIGH	836.5
0.618	835.8
0.500	835.5
0.382	835.3
LOW	834.3
0.618	833.0
1.000	832.0
1.618	830.8
2.618	828.5
4.250	825.0

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	836.5	834.8
PP	836.0	832.3
S1	835.5	829.8

Download as Excel Spreadsheet

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

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