ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 848.2 850.0 1.8 0.2% 822.4
High 856.8 858.1 1.3 0.2% 849.7
Low 844.5 848.2 3.7 0.4% 815.2
Close 849.5 851.4 1.9 0.2% 845.5
Range 12.3 9.9 -2.4 -19.5% 34.5
ATR 13.0 12.8 -0.2 -1.7% 0.0
Volume 104,220 111,554 7,334 7.0% 493,732
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 882.3 876.8 856.8
R3 872.3 866.8 854.0
R2 862.5 862.5 853.3
R1 857.0 857.0 852.3 859.8
PP 852.5 852.5 852.5 854.0
S1 847.0 847.0 850.5 849.8
S2 842.8 842.8 849.5
S3 832.8 837.3 848.8
S4 822.8 827.3 846.0
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
5 858.1 836.0 22.1 2.6% 8.5 1.0% 70% True False 102,524
10 858.1 806.3 51.8 6.1% 10.5 1.2% 87% True False 105,401
20 858.1 770.2 87.9 10.3% 14.0 1.6% 92% True False 143,295
40 858.1 770.2 87.9 10.3% 13.3 1.6% 92% True False 72,521
60 858.1 764.8 93.3 11.0% 11.3 1.3% 93% True False 48,384
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 900.3
2.618 884.0
1.618 874.0
1.000 868.0
0.618 864.3
HIGH 858.0
0.618 854.3
0.500 853.3
0.382 852.0
LOW 848.3
0.618 842.0
1.000 838.3
1.618 832.3
2.618 822.3
4.250 806.0
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 853.3 851.3
PP 852.5 851.0
S1 852.0 850.8

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

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