ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	665.3	678.0	12.7	1.9%	659.1
High	679.9	689.6	9.7	1.4%	709.2
Low	653.3	665.8	12.5	1.9%	654.8
Close	677.0	686.6	9.6	1.4%	670.4
Range	26.6	23.8	-2.8	-10.5%	54.4
ATR	25.3	25.2	-0.1	-0.4%	0.0
Volume	314,047	311,016	-3,031	-1.0%	367,863

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	752.0	743.3	699.8
R3	728.3	719.3	693.3
R2	704.5	704.5	691.0
R1	695.5	695.5	688.8	700.0
PP	680.8	680.8	680.8	683.0
S1	671.8	671.8	684.5	676.3
S2	656.8	656.8	682.3
S3	633.0	648.0	680.0
S4	609.3	624.3	673.5

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	653.3	55.9	8.1%	26.8	3.9%	60%	False	False	198,196
10	733.0	653.3	79.7	11.6%	23.3	3.4%	42%	False	False	99,443
20	733.0	642.6	90.4	13.2%	22.8	3.3%	49%	False	False	49,804
40	836.9	622.6	214.3	31.2%	22.8	3.3%	30%	False	False	24,933

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	6.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	790.8
2.618	752.0
1.618	728.0
1.000	713.5
0.618	704.3
HIGH	689.5
0.618	680.5
0.500	677.8
0.382	675.0
LOW	665.8
0.618	651.0
1.000	642.0
1.618	627.3
2.618	603.5
4.250	564.8

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	683.8	683.0
PP	680.8	679.5
S1	677.8	676.0

Download as Excel Spreadsheet

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

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