ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	702.0	692.3	-9.7	-1.4%	665.3
High	707.2	708.3	1.1	0.2%	715.9
Low	689.7	685.0	-4.7	-0.7%	653.3
Close	697.5	685.5	-12.0	-1.7%	713.2
Range	17.5	23.3	5.8	33.1%	62.6
ATR	24.6	24.5	-0.1	-0.4%	0.0
Volume	163,201	168,199	4,998	3.1%	1,264,976

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	762.8	747.5	698.3
R3	739.5	724.3	692.0
R2	716.3	716.3	689.8
R1	700.8	700.8	687.8	697.0
PP	693.0	693.0	693.0	691.0
S1	677.5	677.5	683.3	673.5
S2	669.8	669.8	681.3
S3	646.3	654.3	679.0
S4	623.0	631.0	672.8

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	671.9	44.0	6.4%	22.0	3.2%	31%	False	False	194,262
10	715.9	653.3	62.6	9.1%	24.3	3.6%	51%	False	False	196,229
20	733.0	642.6	90.4	13.2%	23.8	3.5%	47%	False	False	98,356
40	825.5	622.6	202.9	29.6%	25.3	3.7%	31%	False	False	49,213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	807.3
2.618	769.3
1.618	746.0
1.000	731.5
0.618	722.8
HIGH	708.3
0.618	699.5
0.500	696.8
0.382	694.0
LOW	685.0
0.618	670.5
1.000	661.8
1.618	647.3
2.618	624.0
4.250	586.0

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	696.8	700.5
PP	693.0	695.5
S1	689.3	690.5

Download as Excel Spreadsheet

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

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