ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	688.5	625.5	-63.0	-9.2%	803.0
High	700.2	694.5	-5.7	-0.8%	803.3
Low	641.0	622.6	-18.4	-2.9%	697.3
Close	642.1	689.8	47.7	7.4%	710.2
Range	59.2	71.9	12.7	21.5%	106.0
ATR	20.3	24.0	3.7	18.1%	0.0
Volume	265	152	-113	-42.6%	348

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	884.8	859.3	729.3
R3	812.8	787.3	709.5
R2	740.8	740.8	703.0
R1	715.3	715.3	696.5	728.0
PP	669.0	669.0	669.0	675.3
S1	643.5	643.5	683.3	656.3
S2	597.0	597.0	676.5
S3	525.3	571.5	670.0
S4	453.3	499.8	650.3

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	770.2	622.6	147.6	21.4%	47.0	6.8%	46%	False	True	133
10	812.2	622.6	189.6	27.5%	33.3	4.8%	35%	False	True	80
20	836.9	622.6	214.3	31.1%	17.3	2.5%	31%	False	True	47

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	5.4
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1,000.0
2.618	882.8
1.618	810.8
1.000	766.5
0.618	739.0
HIGH	694.5
0.618	667.0
0.500	658.5
0.382	650.0
LOW	622.5
0.618	578.3
1.000	550.8
1.618	506.3
2.618	434.3
4.250	317.0

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	679.5	686.3
PP	669.0	682.5
S1	658.5	678.8

Download as Excel Spreadsheet

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

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