ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	692.5	658.7	-33.8	-4.9%	803.0
High	692.5	699.4	6.9	1.0%	803.3
Low	659.9	648.4	-11.5	-1.7%	697.3
Close	657.4	687.0	29.6	4.5%	710.2
Range	32.6	51.0	18.4	56.4%	106.0
ATR	24.6	26.5	1.9	7.7%	0.0
Volume	128	79	-49	-38.3%	348

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	831.3	810.3	715.0
R3	780.3	759.3	701.0
R2	729.3	729.3	696.3
R1	708.3	708.3	691.8	718.8
PP	678.3	678.3	678.3	683.5
S1	657.3	657.3	682.3	667.8
S2	627.3	627.3	677.8
S3	576.3	606.3	673.0
S4	525.3	555.3	659.0

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	735.1	622.6	112.5	16.4%	50.5	7.4%	57%	False	False	141
10	803.3	622.6	180.7	26.3%	38.8	5.6%	36%	False	False	98
20	836.9	622.6	214.3	31.2%	21.3	3.1%	30%	False	False	56

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	916.3
2.618	833.0
1.618	782.0
1.000	750.5
0.618	731.0
HIGH	699.5
0.618	680.0
0.500	674.0
0.382	668.0
LOW	648.5
0.618	617.0
1.000	597.5
1.618	566.0
2.618	515.0
4.250	431.8

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	682.8	678.3
PP	678.3	669.8
S1	674.0	661.0

Download as Excel Spreadsheet

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

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