ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	674.6	684.4	9.8	1.5%	698.8
High	687.5	696.5	9.0	1.3%	709.5
Low	671.1	670.0	-1.1	-0.2%	645.7
Close	685.2	671.2	-14.0	-2.0%	650.8
Range	16.4	26.5	10.1	61.6%	63.8
ATR	24.0	24.2	0.2	0.7%	0.0
Volume	818	96	-722	-88.3%	229

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	758.8	741.5	685.8
R3	732.3	715.0	678.5
R2	705.8	705.8	676.0
R1	688.5	688.5	673.8	683.8
PP	679.3	679.3	679.3	677.0
S1	662.0	662.0	668.8	657.3
S2	652.8	652.8	666.3
S3	626.3	635.5	664.0
S4	599.8	609.0	656.5

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	696.5	642.6	53.9	8.0%	23.0	3.4%	53%	True	False	256
10	709.5	642.6	66.9	10.0%	19.8	2.9%	43%	False	False	152
20	803.3	622.6	180.7	26.9%	29.3	4.3%	27%	False	False	125
40	854.2	622.6	231.6	34.5%	15.8	2.3%	21%	False	False	69

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	2.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	809.0
2.618	766.0
1.618	739.5
1.000	723.0
0.618	713.0
HIGH	696.5
0.618	686.5
0.500	683.3
0.382	680.0
LOW	670.0
0.618	653.5
1.000	643.5
1.618	627.0
2.618	600.5
4.250	557.5

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	683.3	670.8
PP	679.3	670.0
S1	675.3	669.5

Download as Excel Spreadsheet

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

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