ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	656.3	645.3	-11.0	-1.7%	698.8
High	660.1	664.9	4.8	0.7%	709.5
Low	645.7	642.8	-2.9	-0.4%	645.7
Close	650.8	646.6	-4.2	-0.6%	650.8
Range	14.4	22.1	7.7	53.5%	63.8
ATR	23.9	23.8	-0.1	-0.5%	0.0
Volume	65	88	23	35.4%	229

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	717.8	704.3	658.8
R3	695.8	682.3	652.8
R2	673.5	673.5	650.8
R1	660.0	660.0	648.8	666.8
PP	651.5	651.5	651.5	654.8
S1	638.0	638.0	644.5	644.8
S2	629.3	629.3	642.5
S3	607.3	615.8	640.5
S4	585.3	593.8	634.5

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	704.9	642.8	62.1	9.6%	18.5	2.8%	6%	False	True	52
10	709.5	622.6	86.9	13.4%	27.5	4.2%	28%	False	False	75
20	825.5	622.6	202.9	31.4%	27.0	4.2%	12%	False	False	71

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	2.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	758.8
2.618	722.8
1.618	700.8
1.000	687.0
0.618	678.5
HIGH	665.0
0.618	656.5
0.500	653.8
0.382	651.3
LOW	642.8
0.618	629.3
1.000	620.8
1.618	607.0
2.618	585.0
4.250	549.0

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	653.8	669.0
PP	651.5	661.5
S1	649.0	654.0

Download as Excel Spreadsheet

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

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