ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	625.5	692.5	67.0	10.7%	803.0
High	694.5	692.5	-2.0	-0.3%	803.3
Low	622.6	659.9	37.3	6.0%	697.3
Close	689.8	657.4	-32.4	-4.7%	710.2
Range	71.9	32.6	-39.3	-54.7%	106.0
ATR	24.0	24.6	0.6	2.6%	0.0
Volume	152	128	-24	-15.8%	348

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	767.8	745.3	675.3
R3	735.3	712.5	666.3
R2	702.5	702.5	663.5
R1	680.0	680.0	660.5	675.0
PP	670.0	670.0	670.0	667.5
S1	647.3	647.3	654.5	642.3
S2	637.3	637.3	651.5
S3	604.8	614.8	648.5
S4	572.3	582.3	639.5

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	770.2	622.6	147.6	22.5%	49.5	7.5%	24%	False	False	141
10	803.8	622.6	181.2	27.6%	34.8	5.3%	19%	False	False	92
20	836.9	622.6	214.3	32.6%	18.8	2.9%	16%	False	False	52

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	831.0
2.618	777.8
1.618	745.3
1.000	725.0
0.618	712.8
HIGH	692.5
0.618	680.0
0.500	676.3
0.382	672.3
LOW	660.0
0.618	639.8
1.000	627.3
1.618	607.3
2.618	574.5
4.250	521.3

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	676.3	661.5
PP	670.0	660.0
S1	663.8	658.8

Download as Excel Spreadsheet

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

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