ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	717.2	696.7	-20.5	-2.9%	690.9
High	729.3	697.8	-31.5	-4.3%	733.0
Low	703.0	677.1	-25.9	-3.7%	677.1
Close	705.5	677.1	-28.4	-4.0%	677.1
Range	26.3	20.7	-5.6	-21.3%	55.9
ATR	23.7	24.0	0.3	1.4%	0.0
Volume	859	250	-609	-70.9%	1,673

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	746.0	732.3	688.5
R3	725.5	711.5	682.8
R2	704.8	704.8	681.0
R1	691.0	691.0	679.0	687.5
PP	684.0	684.0	684.0	682.3
S1	670.3	670.3	675.3	666.8
S2	663.3	663.3	673.3
S3	642.5	649.5	671.5
S4	622.0	628.8	665.8

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	863.5	826.3	707.8
R3	807.5	770.3	692.5
R2	751.8	751.8	687.3
R1	714.3	714.3	682.3	705.0
PP	695.8	695.8	695.8	691.0
S1	658.5	658.5	672.0	649.3
S2	639.8	639.8	666.8
S3	584.0	602.5	661.8
S4	528.0	546.8	646.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	733.0	677.1	55.9	8.3%	21.0	3.1%	0%	False	True	334
10	733.0	642.6	90.4	13.4%	23.0	3.4%	38%	False	False	298
20	733.0	622.6	110.4	16.3%	27.0	4.0%	49%	False	False	195
40	836.9	622.6	214.3	31.6%	19.0	2.8%	25%	False	False	111

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	5.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	785.8
2.618	752.0
1.618	731.3
1.000	718.5
0.618	710.5
HIGH	697.8
0.618	690.0
0.500	687.5
0.382	685.0
LOW	677.0
0.618	664.3
1.000	656.5
1.618	643.5
2.618	623.0
4.250	589.0

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	687.5	705.0
PP	684.0	695.8
S1	680.5	686.5

Download as Excel Spreadsheet

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

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