ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 846.0 848.2 2.2 0.3% 822.4
High 849.0 856.8 7.8 0.9% 849.7
Low 843.6 844.5 0.9 0.1% 815.2
Close 847.7 849.5 1.8 0.2% 845.5
Range 5.4 12.3 6.9 127.8% 34.5
ATR 13.0 13.0 -0.1 -0.4% 0.0
Volume 84,888 104,220 19,332 22.8% 493,732
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 887.3 880.8 856.3
R3 874.8 868.3 853.0
R2 862.5 862.5 851.8
R1 856.0 856.0 850.8 859.3
PP 850.3 850.3 850.3 852.0
S1 843.8 843.8 848.3 847.0
S2 838.0 838.0 847.3
S3 825.8 831.5 846.0
S4 813.3 819.3 842.8
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 940.3 927.5 864.5
R3 905.8 893.0 855.0
R2 871.3 871.3 851.8
R1 858.5 858.5 848.8 864.8
PP 836.8 836.8 836.8 840.0
S1 824.0 824.0 842.3 830.3
S2 802.3 802.3 839.3
S3 767.8 789.5 836.0
S4 733.3 755.0 826.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 856.8 827.2 29.6 3.5% 9.0 1.1% 75% True False 99,871
10 856.8 795.8 61.0 7.2% 11.0 1.3% 88% True False 107,250
20 856.8 770.2 86.6 10.2% 14.0 1.6% 92% True False 138,784
40 856.8 770.2 86.6 10.2% 13.3 1.6% 92% True False 69,735
60 856.8 764.8 92.0 10.8% 11.3 1.3% 92% True False 46,525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 909.0
2.618 889.0
1.618 876.8
1.000 869.0
0.618 864.5
HIGH 856.8
0.618 852.0
0.500 850.8
0.382 849.3
LOW 844.5
0.618 837.0
1.000 832.3
1.618 824.5
2.618 812.3
4.250 792.3
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 850.8 849.5
PP 850.3 849.3
S1 850.0 849.3

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

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