ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	695.2	656.3	-38.9	-5.6%	698.8
High	695.2	660.1	-35.1	-5.0%	709.5
Low	655.0	645.7	-9.3	-1.4%	645.7
Close	662.5	650.8	-11.7	-1.8%	650.8
Range	40.2	14.4	-25.8	-64.2%	63.8
ATR	24.5	23.9	-0.5	-2.2%	0.0
Volume	65	65	0	0.0%	229

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	695.5	687.5	658.8
R3	681.0	673.0	654.8
R2	666.5	666.5	653.5
R1	658.8	658.8	652.0	655.5
PP	652.3	652.3	652.3	650.5
S1	644.3	644.3	649.5	641.0
S2	637.8	637.8	648.3
S3	623.5	630.0	646.8
S4	609.0	615.5	643.0

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	860.0	819.3	686.0
R3	796.3	755.5	668.3
R2	732.5	732.5	662.5
R1	691.8	691.8	656.8	680.3
PP	668.8	668.8	668.8	663.0
S1	627.8	627.8	645.0	616.3
S2	604.8	604.8	639.0
S3	541.0	564.0	633.3
S4	477.3	500.3	615.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	709.5	645.7	63.8	9.8%	16.5	2.5%	8%	False	True	45
10	709.5	622.6	86.9	13.4%	31.3	4.8%	32%	False	False	93
20	832.5	622.6	209.9	32.3%	26.0	4.0%	13%	False	False	66

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	721.3
2.618	697.8
1.618	683.5
1.000	674.5
0.618	669.0
HIGH	660.0
0.618	654.5
0.500	653.0
0.382	651.3
LOW	645.8
0.618	636.8
1.000	631.3
1.618	622.5
2.618	608.0
4.250	584.5

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	653.0	675.3
PP	652.3	667.3
S1	651.5	659.0

Download as Excel Spreadsheet

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

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