ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	719.8	717.2	-2.6	-0.4%	645.3
High	733.0	729.3	-3.7	-0.5%	696.5
Low	715.1	703.0	-12.1	-1.7%	642.6
Close	722.9	705.5	-17.4	-2.4%	686.5
Range	17.9	26.3	8.4	46.9%	53.9
ATR	23.5	23.7	0.2	0.8%	0.0
Volume	193	859	666	345.1%	1,312

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	791.5	774.8	720.0
R3	765.3	748.5	712.8
R2	739.0	739.0	710.3
R1	722.3	722.3	708.0	717.5
PP	712.5	712.5	712.5	710.3
S1	696.0	696.0	703.0	691.0
S2	686.3	686.3	700.8
S3	660.0	669.5	698.3
S4	633.8	643.3	691.0

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	733.0	661.3	71.7	10.2%	22.0	3.1%	62%	False	False	303
10	733.0	642.6	90.4	12.8%	22.5	3.2%	70%	False	False	280
20	735.1	622.6	112.5	15.9%	28.0	4.0%	74%	False	False	187
40	848.3	622.6	225.7	32.0%	18.5	2.6%	37%	False	False	105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	5.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	841.0
2.618	798.3
1.618	771.8
1.000	755.5
0.618	745.5
HIGH	729.3
0.618	719.3
0.500	716.3
0.382	713.0
LOW	703.0
0.618	686.8
1.000	676.8
1.618	660.5
2.618	634.3
4.250	591.3

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	716.3	718.0
PP	712.5	713.8
S1	709.0	709.8

Download as Excel Spreadsheet

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

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