ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	658.7	681.1	22.4	3.4%	688.5
High	699.4	695.7	-3.7	-0.5%	700.2
Low	648.4	681.1	32.7	5.0%	622.6
Close	687.0	693.6	6.6	1.0%	693.6
Range	51.0	14.6	-36.4	-71.4%	77.6
ATR	26.5	25.6	-0.8	-3.2%	0.0
Volume	79	79	0	0.0%	703

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	734.0	728.3	701.8
R3	719.3	713.8	697.5
R2	704.8	704.8	696.3
R1	699.3	699.3	695.0	702.0
PP	690.3	690.3	690.3	691.5
S1	684.5	684.5	692.3	687.3
S2	675.5	675.5	691.0
S3	661.0	670.0	689.5
S4	646.3	655.3	685.5

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	905.0	876.8	736.3
R3	827.3	799.3	715.0
R2	749.8	749.8	707.8
R1	721.8	721.8	700.8	735.8
PP	672.3	672.3	672.3	679.3
S1	644.0	644.0	686.5	658.0
S2	594.5	594.5	679.3
S3	517.0	566.5	672.3
S4	439.3	488.8	651.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	700.2	622.6	77.6	11.2%	45.8	6.6%	91%	False	False	140
10	803.3	622.6	180.7	26.1%	38.5	5.6%	39%	False	False	105
20	836.9	622.6	214.3	30.9%	22.0	3.2%	33%	False	False	59

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	5.3
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	757.8
2.618	734.0
1.618	719.3
1.000	710.3
0.618	704.8
HIGH	695.8
0.618	690.0
0.500	688.5
0.382	686.8
LOW	681.0
0.618	672.0
1.000	666.5
1.618	657.5
2.618	643.0
4.250	619.0

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	691.8	687.0
PP	690.3	680.5
S1	688.5	674.0

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

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