ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	690.9	717.9	27.0	3.9%	645.3
High	719.9	722.7	2.8	0.4%	696.5
Low	690.9	711.6	20.7	3.0%	642.6
Close	718.8	718.8	0.0	0.0%	686.5
Range	29.0	11.1	-17.9	-61.7%	53.9
ATR	24.9	23.9	-1.0	-4.0%	0.0
Volume	164	207	43	26.2%	1,312

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	751.0	746.0	725.0
R3	740.0	735.0	721.8
R2	728.8	728.8	720.8
R1	723.8	723.8	719.8	726.3
PP	717.8	717.8	717.8	719.0
S1	712.8	712.8	717.8	715.3
S2	706.5	706.5	716.8
S3	695.5	701.5	715.8
S4	684.5	690.5	712.8

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	837.0	815.5	716.3
R3	783.0	761.8	701.3
R2	729.0	729.0	696.5
R1	707.8	707.8	691.5	718.5
PP	675.3	675.3	675.3	680.5
S1	654.0	654.0	681.5	664.5
S2	621.3	621.3	676.5
S3	567.5	600.0	671.8
S4	513.5	546.0	656.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	722.7	661.3	61.4	8.5%	21.8	3.0%	94%	True	False	276
10	722.7	642.6	80.1	11.1%	23.3	3.2%	95%	True	False	184
20	770.2	622.6	147.6	20.5%	29.0	4.0%	65%	False	False	143
40	854.2	622.6	231.6	32.2%	17.3	2.4%	42%	False	False	81

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.7
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	770.0
2.618	751.8
1.618	740.8
1.000	733.8
0.618	729.5
HIGH	722.8
0.618	718.5
0.500	717.3
0.382	715.8
LOW	711.5
0.618	704.8
1.000	700.5
1.618	693.8
2.618	682.5
4.250	664.5

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	718.3	709.8
PP	717.8	701.0
S1	717.3	692.0

Download as Excel Spreadsheet

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

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