ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 850.0 851.8 1.8 0.2% 822.4
High 858.1 857.0 -1.1 -0.1% 849.7
Low 848.2 845.3 -2.9 -0.3% 815.2
Close 851.4 847.2 -4.2 -0.5% 845.5
Range 9.9 11.7 1.8 18.2% 34.5
ATR 12.8 12.7 -0.1 -0.6% 0.0
Volume 111,554 138,718 27,164 24.4% 493,732
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 885.0 877.8 853.8
R3 873.3 866.0 850.5
R2 861.5 861.5 849.3
R1 854.3 854.3 848.3 852.0
PP 849.8 849.8 849.8 848.8
S1 842.8 842.8 846.3 840.5
S2 838.3 838.3 845.0
S3 826.5 831.0 844.0
S4 814.8 819.3 840.8
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
5 858.1 841.6 16.5 1.9% 9.5 1.1% 34% False False 108,980
10 858.1 815.1 43.0 5.1% 10.5 1.2% 75% False False 107,943
20 858.1 770.2 87.9 10.4% 13.5 1.6% 88% False False 141,599
40 858.1 770.2 87.9 10.4% 13.5 1.6% 88% False False 75,960
60 858.1 764.8 93.3 11.0% 11.5 1.4% 88% False False 50,696
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 906.8
2.618 887.8
1.618 876.0
1.000 868.8
0.618 864.3
HIGH 857.0
0.618 852.5
0.500 851.3
0.382 849.8
LOW 845.3
0.618 838.0
1.000 833.5
1.618 826.3
2.618 814.8
4.250 795.5
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 851.3 851.3
PP 849.8 850.0
S1 848.5 848.5

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

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