ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	812.2	795.9	-16.3	-2.0%	806.8
High	812.2	803.8	-8.4	-1.0%	836.9
Low	795.1	792.4	-2.7	-0.3%	806.8
Close	794.5	793.9	-0.6	-0.1%	835.4
Range	17.1	11.4	-5.7	-33.3%	30.1
ATR	9.0	9.2	0.2	1.9%	0.0
Volume	14	14	0	0.0%	91

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	831.0	823.8	800.3
R3	819.5	812.5	797.0
R2	808.0	808.0	796.0
R1	801.0	801.0	795.0	798.8
PP	796.8	796.8	796.8	795.5
S1	789.5	789.5	792.8	787.5
S2	785.3	785.3	791.8
S3	774.0	778.3	790.8
S4	762.5	766.8	787.8

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	792.4	44.5	5.6%	7.5	0.9%	3%	False	True	17
10	836.9	792.4	44.5	5.6%	4.0	0.5%	3%	False	True	13
20	854.2	792.4	61.8	7.8%	2.3	0.3%	2%	False	True	14

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	False
Stretch	0.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	852.3
2.618	833.8
1.618	822.3
1.000	815.3
0.618	810.8
HIGH	803.8
0.618	799.5
0.500	798.0
0.382	796.8
LOW	792.5
0.618	785.3
1.000	781.0
1.618	774.0
2.618	762.5
4.250	744.0

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	798.0	809.0
PP	796.8	804.0
S1	795.3	799.0

Download as Excel Spreadsheet

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

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