ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	704.4	704.9	0.5	0.1%	688.5
High	704.4	704.9	0.5	0.1%	700.2
Low	700.5	693.5	-7.0	-1.0%	622.6
Close	702.7	699.2	-3.5	-0.5%	693.6
Range	3.9	11.4	7.5	192.3%	77.6
ATR	23.9	23.0	-0.9	-3.7%	0.0
Volume	10	35	25	250.0%	703

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	733.5	727.8	705.5
R3	722.0	716.3	702.3
R2	710.5	710.5	701.3
R1	705.0	705.0	700.3	702.0
PP	699.3	699.3	699.3	697.8
S1	693.5	693.5	698.3	690.8
S2	687.8	687.8	697.0
S3	676.5	682.0	696.0
S4	665.0	670.8	693.0

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%	18.8	2.7%	83%	False	False	51
10	770.2	622.6	147.6	21.1%	34.0	4.9%	52%	False	False	96
20	836.9	622.6	214.3	30.6%	23.5	3.3%	36%	False	False	64

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	4.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	753.3
2.618	734.8
1.618	723.3
1.000	716.3
0.618	712.0
HIGH	705.0
0.618	700.5
0.500	699.3
0.382	697.8
LOW	693.5
0.618	686.5
1.000	682.0
1.618	675.0
2.618	663.8
4.250	645.0

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	699.3	701.5
PP	699.3	700.8
S1	699.3	700.0

Download as Excel Spreadsheet

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

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