ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	681.9	697.5	15.6	2.3%	659.1
High	709.2	713.5	4.3	0.6%	709.2
Low	671.9	693.3	21.4	3.2%	654.8
Close	697.7	710.3	12.6	1.8%	670.4
Range	37.3	20.2	-17.1	-45.8%	54.4
ATR	26.0	25.6	-0.4	-1.6%	0.0
Volume	268,851	206,093	-62,758	-23.3%	367,863

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	766.3	758.5	721.5
R3	746.0	738.3	715.8
R2	726.0	726.0	714.0
R1	718.0	718.0	712.3	722.0
PP	705.8	705.8	705.8	707.8
S1	698.0	698.0	708.5	701.8
S2	685.5	685.5	706.5
S3	665.3	677.8	704.8
S4	645.0	657.5	699.3

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	713.5	653.3	60.2	8.5%	28.8	4.1%	95%	True	False	267,587
10	729.3	653.3	76.0	10.7%	26.3	3.7%	75%	False	False	146,897
20	733.0	642.6	90.4	12.7%	25.0	3.5%	75%	False	False	73,549
40	836.9	622.6	214.3	30.2%	24.3	3.4%	41%	False	False	36,806

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.8
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	799.3
2.618	766.5
1.618	746.3
1.000	733.8
0.618	726.0
HIGH	713.5
0.618	705.8
0.500	703.5
0.382	701.0
LOW	693.3
0.618	680.8
1.000	673.0
1.618	660.5
2.618	640.5
4.250	607.5

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	708.0	703.5
PP	705.8	696.5
S1	703.5	689.8

Download as Excel Spreadsheet

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

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