ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	706.0	689.6	-16.4	-2.3%	659.1
High	709.2	698.6	-10.6	-1.5%	709.2
Low	686.8	662.2	-24.6	-3.6%	654.8
Close	692.4	670.4	-22.0	-3.2%	670.4
Range	22.4	36.4	14.0	62.5%	54.4
ATR	24.3	25.2	0.9	3.5%	0.0
Volume	111,763	237,928	126,165	112.9%	367,863

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	786.3	764.8	690.5
R3	749.8	728.3	680.5
R2	713.5	713.5	677.0
R1	692.0	692.0	673.8	684.5
PP	677.0	677.0	677.0	673.3
S1	655.5	655.5	667.0	648.0
S2	640.8	640.8	663.8
S3	604.3	619.3	660.5
S4	567.8	582.8	650.5

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	841.3	810.3	700.3
R3	787.0	755.8	685.3
R2	732.5	732.5	680.3
R1	701.5	701.5	675.5	717.0
PP	678.3	678.3	678.3	686.0
S1	647.0	647.0	665.5	662.5
S2	623.8	623.8	660.5
S3	569.3	592.8	655.5
S4	515.0	538.3	640.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	709.2	654.8	54.4	8.1%	25.5	3.8%	29%	False	False	73,622
10	733.0	654.8	78.2	11.7%	23.8	3.5%	20%	False	False	36,963
20	733.0	642.6	90.4	13.5%	21.8	3.2%	31%	False	False	18,557
40	836.9	622.6	214.3	32.0%	21.5	3.2%	22%	False	False	9,306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.0
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	853.3
2.618	794.0
1.618	757.5
1.000	735.0
0.618	721.0
HIGH	698.5
0.618	684.8
0.500	680.5
0.382	676.0
LOW	662.3
0.618	639.8
1.000	625.8
1.618	603.3
2.618	567.0
4.250	507.5

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	680.5	685.8
PP	677.0	680.5
S1	673.8	675.5

Download as Excel Spreadsheet

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

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