ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	704.9	695.2	-9.7	-1.4%	688.5
High	704.9	695.2	-9.7	-1.4%	700.2
Low	693.5	655.0	-38.5	-5.6%	622.6
Close	699.2	662.5	-36.7	-5.2%	693.6
Range	11.4	40.2	28.8	252.6%	77.6
ATR	23.0	24.5	1.5	6.6%	0.0
Volume	35	65	30	85.7%	703

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	791.5	767.3	684.5
R3	751.3	727.0	673.5
R2	711.0	711.0	669.8
R1	686.8	686.8	666.3	678.8
PP	671.0	671.0	671.0	667.0
S1	646.5	646.5	658.8	638.8
S2	630.8	630.8	655.3
S3	590.5	606.5	651.5
S4	550.3	566.3	640.5

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	655.0	54.5	8.2%	16.5	2.5%	14%	False	True	48
10	735.1	622.6	112.5	17.0%	33.5	5.1%	35%	False	False	94
20	836.9	622.6	214.3	32.3%	25.3	3.8%	19%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.0
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	866.0
2.618	800.5
1.618	760.3
1.000	735.5
0.618	720.0
HIGH	695.3
0.618	679.8
0.500	675.0
0.382	670.3
LOW	655.0
0.618	630.3
1.000	614.8
1.618	590.0
2.618	549.8
4.250	484.3

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	675.0	680.0
PP	671.0	674.3
S1	666.8	668.3

Download as Excel Spreadsheet

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

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