ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	711.1	702.0	-9.1	-1.3%	665.3
High	715.9	707.2	-8.7	-1.2%	715.9
Low	704.1	689.7	-14.4	-2.0%	653.3
Close	713.2	697.5	-15.7	-2.2%	713.2
Range	11.8	17.5	5.7	48.3%	62.6
ATR	24.6	24.6	-0.1	-0.3%	0.0
Volume	164,969	163,201	-1,768	-1.1%	1,264,976

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	750.8	741.5	707.0
R3	733.3	724.0	702.3
R2	715.8	715.8	700.8
R1	706.5	706.5	699.0	702.3
PP	698.3	698.3	698.3	696.0
S1	689.0	689.0	696.0	684.8
S2	680.8	680.8	694.3
S3	663.3	671.5	692.8
S4	645.8	654.0	688.0

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	665.8	50.1	7.2%	22.0	3.2%	63%	False	False	222,826
10	715.9	653.3	62.6	9.0%	24.5	3.5%	71%	False	False	179,604
20	733.0	642.6	90.4	13.0%	23.8	3.4%	61%	False	False	89,951
40	832.5	622.6	209.9	30.1%	24.8	3.6%	36%	False	False	45,009

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	781.5
2.618	753.0
1.618	735.5
1.000	724.8
0.618	718.0
HIGH	707.3
0.618	700.5
0.500	698.5
0.382	696.5
LOW	689.8
0.618	679.0
1.000	672.3
1.618	661.5
2.618	644.0
4.250	615.3

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	698.5	702.8
PP	698.3	701.0
S1	697.8	699.3

Download as Excel Spreadsheet

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

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