ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	678.0	681.9	3.9	0.6%	659.1
High	689.6	709.2	19.6	2.8%	709.2
Low	665.8	671.9	6.1	0.9%	654.8
Close	686.6	697.7	11.1	1.6%	670.4
Range	23.8	37.3	13.5	56.7%	54.4
ATR	25.2	26.0	0.9	3.4%	0.0
Volume	311,016	268,851	-42,165	-13.6%	367,863

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	804.8	788.5	718.3
R3	767.5	751.3	708.0
R2	730.3	730.3	704.5
R1	714.0	714.0	701.0	722.0
PP	693.0	693.0	693.0	697.0
S1	676.8	676.8	694.3	684.8
S2	655.8	655.8	690.8
S3	618.3	639.3	687.5
S4	581.0	602.0	677.3

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	8.0%	29.3	4.2%	79%	True	False	248,721
10	733.0	653.3	79.7	11.4%	26.0	3.7%	56%	False	False	126,307
20	733.0	642.6	90.4	13.0%	24.5	3.5%	61%	False	False	63,246
40	836.9	622.6	214.3	30.7%	23.8	3.4%	35%	False	False	31,654

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	6.8
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	867.8
2.618	806.8
1.618	769.5
1.000	746.5
0.618	732.3
HIGH	709.3
0.618	695.0
0.500	690.5
0.382	686.3
LOW	672.0
0.618	648.8
1.000	634.5
1.618	611.5
2.618	574.3
4.250	513.5

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	695.3	692.3
PP	693.0	686.8
S1	690.5	681.3

Download as Excel Spreadsheet

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

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