ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	698.8	704.4	5.6	0.8%	688.5
High	709.5	704.4	-5.1	-0.7%	700.2
Low	697.2	700.5	3.3	0.5%	622.6
Close	710.3	702.7	-7.6	-1.1%	693.6
Range	12.3	3.9	-8.4	-68.3%	77.6
ATR	24.9	23.9	-1.1	-4.3%	0.0
Volume	54	10	-44	-81.5%	703

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	714.3	712.3	704.8
R3	710.3	708.5	703.8
R2	706.5	706.5	703.5
R1	704.5	704.5	703.0	703.5
PP	702.5	702.5	702.5	702.0
S1	700.8	700.8	702.3	699.8
S2	698.8	698.8	702.0
S3	694.8	696.8	701.8
S4	690.8	692.8	700.5

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	709.5	648.4	61.1	8.7%	23.0	3.3%	89%	False	False	70
10	770.2	622.6	147.6	21.0%	35.0	5.0%	54%	False	False	101
20	836.9	622.6	214.3	30.5%	22.8	3.2%	37%	False	False	63

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	4.7
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	721.0
2.618	714.5
1.618	710.8
1.000	708.3
0.618	706.8
HIGH	704.5
0.618	703.0
0.500	702.5
0.382	702.0
LOW	700.5
0.618	698.0
1.000	696.5
1.618	694.3
2.618	690.3
4.250	684.0

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	702.5	700.3
PP	702.5	697.8
S1	702.5	695.3

Download as Excel Spreadsheet

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

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