ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	836.8	828.9	-7.9	-0.9%	806.8
High	836.9	832.5	-4.4	-0.5%	836.9
Low	836.8	828.9	-7.9	-0.9%	806.8
Close	835.4	827.5	-7.9	-0.9%	835.4
Range	0.1	3.6	3.5	3,500.0%	30.1
ATR	8.1	8.0	-0.1	-1.4%	0.0
Volume	43	4	-39	-90.7%	91

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	840.5	837.5	829.5
R3	836.8	834.0	828.5
R2	833.3	833.3	828.3
R1	830.3	830.3	827.8	830.0
PP	829.8	829.8	829.8	829.5
S1	826.8	826.8	827.3	826.5
S2	826.0	826.0	826.8
S3	822.5	823.3	826.5
S4	818.8	819.5	825.5

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	823.0	13.9	1.7%	1.3	0.1%	32%	False	False	18
10	836.9	806.8	30.1	3.6%	1.0	0.1%	69%	False	False	12

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	0.1
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	847.8
2.618	842.0
1.618	838.3
1.000	836.0
0.618	834.8
HIGH	832.5
0.618	831.0
0.500	830.8
0.382	830.3
LOW	829.0
0.618	826.8
1.000	825.3
1.618	823.0
2.618	819.5
4.250	813.5

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	830.8	833.0
PP	829.8	831.0
S1	828.5	829.3

Download as Excel Spreadsheet

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

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