ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	770.2	721.8	-48.4	-6.3%	803.0
High	770.2	735.1	-35.1	-4.6%	803.3
Low	724.3	697.3	-27.0	-3.7%	697.3
Close	721.2	710.2	-11.0	-1.5%	710.2
Range	45.9	37.8	-8.1	-17.6%	106.0
ATR	14.9	16.5	1.6	11.0%	0.0
Volume	82	82	0	0.0%	348

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	827.5	806.8	731.0
R3	789.8	769.0	720.5
R2	752.0	752.0	717.3
R1	731.0	731.0	713.8	722.8
PP	714.3	714.3	714.3	710.0
S1	693.3	693.3	706.8	684.8
S2	676.5	676.5	703.3
S3	638.5	655.5	699.8
S4	600.8	617.8	689.5

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,055.0	988.5	768.5
R3	949.0	882.5	739.3
R2	843.0	843.0	729.8
R1	776.5	776.5	720.0	756.8
PP	737.0	737.0	737.0	727.0
S1	670.5	670.5	700.5	650.8
S2	631.0	631.0	690.8
S3	525.0	564.5	681.0
S4	419.0	458.5	652.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	803.3	697.3	106.0	14.9%	31.3	4.4%	12%	False	True	69
10	832.5	697.3	135.2	19.0%	21.0	2.9%	10%	False	True	40
20	836.9	697.3	139.6	19.7%	10.8	1.5%	9%	False	True	26

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	4.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	895.8
2.618	834.0
1.618	796.3
1.000	773.0
0.618	758.5
HIGH	735.0
0.618	720.8
0.500	716.3
0.382	711.8
LOW	697.3
0.618	674.0
1.000	659.5
1.618	636.3
2.618	598.3
4.250	536.8

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	716.3	733.8
PP	714.3	726.0
S1	712.3	718.0

Download as Excel Spreadsheet

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

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