ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	836.0	836.8	0.8	0.1%	806.8
High	836.5	836.9	0.4	0.0%	836.9
Low	834.3	836.8	2.5	0.3%	806.8
Close	837.1	835.4	-1.7	-0.2%	835.4
Range	2.2	0.1	-2.1	-95.5%	30.1
ATR	8.7	8.1	-0.6	-6.9%	0.0
Volume	43	43	0	0.0%	91

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	836.8	836.3	835.5
R3	836.5	836.0	835.5
R2	836.5	836.5	835.5
R1	836.0	836.0	835.5	836.3
PP	836.3	836.3	836.3	836.5
S1	835.8	835.8	835.5	836.0
S2	836.3	836.3	835.5
S3	836.3	835.8	835.3
S4	836.0	835.8	835.3

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	916.8	906.3	852.0
R3	886.5	876.0	843.8
R2	856.5	856.5	841.0
R1	846.0	846.0	838.3	851.3
PP	826.3	826.3	826.3	829.0
S1	815.8	815.8	832.8	821.0
S2	796.3	796.3	830.0
S3	766.3	785.8	827.0
S4	736.0	755.8	818.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	836.9	806.8	30.1	3.6%	0.5	0.1%	95%	True	False	18
10	836.9	806.8	30.1	3.6%	0.8	0.1%	95%	True	False	13

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	True
Stretch	0.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	837.3
2.618	837.3
1.618	837.0
1.000	837.0
0.618	837.0
HIGH	837.0
0.618	836.8
0.500	836.8
0.382	836.8
LOW	836.8
0.618	836.8
1.000	836.8
1.618	836.8
2.618	836.5
4.250	836.5

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	836.8	833.5
PP	836.3	831.8
S1	836.0	830.0

Download as Excel Spreadsheet

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

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