ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	803.0	781.9	-21.1	-2.6%	828.9
High	803.3	790.0	-13.3	-1.7%	832.5
Low	780.7	761.0	-19.7	-2.5%	780.7
Close	786.9	760.5	-26.4	-3.4%	792.2
Range	22.6	29.0	6.4	28.3%	51.8
ATR	10.6	11.9	1.3	12.4%	0.0
Volume	45	53	8	17.8%	57

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	857.5	838.0	776.5
R3	828.5	809.0	768.5
R2	799.5	799.5	765.8
R1	780.0	780.0	763.3	775.3
PP	770.5	770.5	770.5	768.0
S1	751.0	751.0	757.8	746.3
S2	741.5	741.5	755.3
S3	712.5	722.0	752.5
S4	683.5	693.0	744.5

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	957.3	926.5	820.8
R3	905.5	874.8	806.5
R2	853.5	853.5	801.8
R1	823.0	823.0	797.0	812.3
PP	801.8	801.8	801.8	796.5
S1	771.0	771.0	787.5	760.5
S2	750.0	750.0	782.8
S3	698.3	719.3	778.0
S4	646.5	667.5	763.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	812.2	761.0	51.2	6.7%	19.3	2.5%	-1%	False	True	28
10	836.9	761.0	75.9	10.0%	10.8	1.4%	-1%	False	True	24
20	854.2	761.0	93.2	12.3%	5.5	0.7%	-1%	False	True	19

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	2.0
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	913.3
2.618	866.0
1.618	837.0
1.000	819.0
0.618	808.0
HIGH	790.0
0.618	779.0
0.500	775.5
0.382	772.0
LOW	761.0
0.618	743.0
1.000	732.0
1.618	714.0
2.618	685.0
4.250	637.8

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	775.5	782.3
PP	770.5	775.0
S1	765.5	767.8

Download as Excel Spreadsheet

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

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