ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 08-Aug-2011

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	721.8	688.5	-33.3	-4.6%	803.0
High	735.1	700.2	-34.9	-4.7%	803.3
Low	697.3	641.0	-56.3	-8.1%	697.3
Close	710.2	642.1	-68.1	-9.6%	710.2
Range	37.8	59.2	21.4	56.6%	106.0
ATR	16.5	20.3	3.8	22.7%	0.0
Volume	82	265	183	223.2%	348

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	838.8	799.5	674.8
R3	779.5	740.5	658.5
R2	720.3	720.3	653.0
R1	681.3	681.3	647.5	671.3
PP	661.0	661.0	661.0	656.0
S1	622.0	622.0	636.8	612.0
S2	602.0	602.0	631.3
S3	542.8	562.8	625.8
S4	483.5	503.5	609.5

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	790.0	641.0	149.0	23.2%	38.5	6.0%	1%	False	True	113
10	825.5	641.0	184.5	28.7%	26.5	4.1%	1%	False	True	66
20	836.9	641.0	195.9	30.5%	13.8	2.1%	1%	False	True	39

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	5.2
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	951.8
2.618	855.3
1.618	796.0
1.000	759.5
0.618	736.8
HIGH	700.3
0.618	677.5
0.500	670.5
0.382	663.5
LOW	641.0
0.618	604.5
1.000	581.8
1.618	545.3
2.618	486.0
4.250	389.5

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	670.5	705.5
PP	661.0	684.5
S1	651.5	663.3

Download as Excel Spreadsheet

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

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