ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	781.9	761.4	-20.5	-2.6%	828.9
High	790.0	768.1	-21.9	-2.8%	832.5
Low	761.0	747.5	-13.5	-1.8%	780.7
Close	760.5	765.6	5.1	0.7%	792.2
Range	29.0	20.6	-8.4	-29.0%	51.8
ATR	11.9	12.5	0.6	5.2%	0.0
Volume	53	86	33	62.3%	57

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	822.3	814.5	777.0
R3	801.5	794.0	771.3
R2	781.0	781.0	769.5
R1	773.3	773.3	767.5	777.3
PP	760.5	760.5	760.5	762.3
S1	752.8	752.8	763.8	756.5
S2	739.8	739.8	761.8
S3	719.3	732.0	760.0
S4	698.5	711.5	754.3

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	803.8	747.5	56.3	7.4%	20.0	2.6%	32%	False	True	42
10	836.9	747.5	89.4	11.7%	12.8	1.7%	20%	False	True	32
20	854.2	747.5	106.7	13.9%	6.8	0.9%	17%	False	True	23

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	2.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	855.8
2.618	822.0
1.618	801.5
1.000	788.8
0.618	780.8
HIGH	768.0
0.618	760.3
0.500	757.8
0.382	755.3
LOW	747.5
0.618	734.8
1.000	727.0
1.618	714.3
2.618	693.5
4.250	660.0

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	763.0	775.5
PP	760.5	772.3
S1	757.8	768.8

Download as Excel Spreadsheet

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

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