ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 848.2 841.8 -6.4 -0.8% 846.0
High 852.8 842.4 -10.4 -1.2% 858.1
Low 835.2 828.2 -7.0 -0.8% 835.2
Close 838.4 830.2 -8.2 -1.0% 838.4
Range 17.6 14.2 -3.4 -19.3% 22.9
ATR 13.0 13.1 0.1 0.6% 0.0
Volume 141,984 111,175 -30,809 -21.7% 581,364
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 876.3 867.5 838.0
R3 862.0 853.3 834.0
R2 847.8 847.8 832.8
R1 839.0 839.0 831.5 836.3
PP 833.5 833.5 833.5 832.3
S1 824.8 824.8 829.0 822.0
S2 819.5 819.5 827.5
S3 805.3 810.5 826.3
S4 791.0 796.5 822.5
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 912.5 898.5 851.0
R3 889.8 875.5 844.8
R2 866.8 866.8 842.5
R1 852.5 852.5 840.5 848.3
PP 844.0 844.0 844.0 841.8
S1 829.8 829.8 836.3 825.3
S2 821.0 821.0 834.3
S3 798.0 806.8 832.0
S4 775.3 784.0 825.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 858.1 828.2 29.9 3.6% 13.3 1.6% 7% False True 121,530
10 858.1 815.2 42.9 5.2% 11.3 1.3% 35% False False 109,946
20 858.1 770.2 87.9 10.6% 13.5 1.6% 68% False False 133,556
40 858.1 770.2 87.9 10.6% 13.8 1.7% 68% False False 82,286
60 858.1 764.8 93.3 11.2% 11.8 1.4% 70% False False 54,910
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 902.8
2.618 879.5
1.618 865.5
1.000 856.5
0.618 851.3
HIGH 842.5
0.618 837.0
0.500 835.3
0.382 833.5
LOW 828.3
0.618 819.5
1.000 814.0
1.618 805.3
2.618 791.0
4.250 767.8
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 835.3 842.5
PP 833.5 838.5
S1 832.0 834.3

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

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