ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	697.5	711.1	13.6	1.9%	665.3
High	713.5	715.9	2.4	0.3%	715.9
Low	693.3	704.1	10.8	1.6%	653.3
Close	710.3	713.2	2.9	0.4%	713.2
Range	20.2	11.8	-8.4	-41.6%	62.6
ATR	25.6	24.6	-1.0	-3.9%	0.0
Volume	206,093	164,969	-41,124	-20.0%	1,264,976

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	746.5	741.8	719.8
R3	734.8	729.8	716.5
R2	722.8	722.8	715.3
R1	718.0	718.0	714.3	720.5
PP	711.0	711.0	711.0	712.3
S1	706.3	706.3	712.0	708.8
S2	699.3	699.3	711.0
S3	687.5	694.5	710.0
S4	675.8	682.8	706.8

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	882.0	860.3	747.8
R3	819.3	797.5	730.5
R2	756.8	756.8	724.8
R1	735.0	735.0	719.0	745.8
PP	694.3	694.3	694.3	699.5
S1	672.3	672.3	707.5	683.3
S2	631.5	631.5	701.8
S3	569.0	609.8	696.0
S4	506.3	547.3	678.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	715.9	653.3	62.6	8.8%	24.0	3.4%	96%	True	False	252,995
10	715.9	653.3	62.6	8.8%	24.8	3.5%	96%	True	False	163,308
20	733.0	642.6	90.4	12.7%	23.5	3.3%	78%	False	False	81,794
40	836.9	622.6	214.3	30.0%	24.5	3.4%	42%	False	False	40,930

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	6.1
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	766.0
2.618	746.8
1.618	735.0
1.000	727.8
0.618	723.3
HIGH	716.0
0.618	711.5
0.500	710.0
0.382	708.5
LOW	704.0
0.618	696.8
1.000	692.3
1.618	685.0
2.618	673.3
4.250	654.0

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	712.3	706.8
PP	711.0	700.3
S1	710.0	694.0

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

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