ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	696.7	659.1	-37.6	-5.4%	690.9
High	697.8	678.4	-19.4	-2.8%	733.0
Low	677.1	654.8	-22.3	-3.3%	677.1
Close	677.1	675.6	-1.5	-0.2%	677.1
Range	20.7	23.6	2.9	14.0%	55.9
ATR	24.0	24.0	0.0	-0.1%	0.0
Volume	250	1,942	1,692	676.8%	1,673

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	740.5	731.5	688.5
R3	716.8	708.0	682.0
R2	693.3	693.3	680.0
R1	684.5	684.5	677.8	688.8
PP	669.5	669.5	669.5	671.8
S1	660.8	660.8	673.5	665.3
S2	646.0	646.0	671.3
S3	622.5	637.3	669.0
S4	598.8	613.5	662.5

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	654.8	78.2	11.6%	20.0	2.9%	27%	False	True	690
10	733.0	642.6	90.4	13.4%	23.3	3.4%	37%	False	False	483
20	733.0	622.6	110.4	16.3%	25.3	3.7%	48%	False	False	279
40	836.9	622.6	214.3	31.7%	19.5	2.9%	25%	False	False	159

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	5.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	778.8
2.618	740.3
1.618	716.5
1.000	702.0
0.618	693.0
HIGH	678.5
0.618	669.5
0.500	666.5
0.382	663.8
LOW	654.8
0.618	640.3
1.000	631.3
1.618	616.5
2.618	593.0
4.250	554.5

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	672.5	692.0
PP	669.5	686.5
S1	666.5	681.0

Download as Excel Spreadsheet

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

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