ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 841.8 830.1 -11.7 -1.4% 846.0
High 842.4 830.1 -12.3 -1.5% 858.1
Low 828.2 818.4 -9.8 -1.2% 835.2
Close 830.2 819.3 -10.9 -1.3% 838.4
Range 14.2 11.7 -2.5 -17.6% 22.9
ATR 13.1 13.0 -0.1 -0.7% 0.0
Volume 111,175 122,783 11,608 10.4% 581,364
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 857.8 850.3 825.8
R3 846.0 838.5 822.5
R2 834.3 834.3 821.5
R1 826.8 826.8 820.3 824.8
PP 822.5 822.5 822.5 821.5
S1 815.0 815.0 818.3 813.0
S2 811.0 811.0 817.3
S3 799.3 803.5 816.0
S4 787.5 791.8 812.8
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
5 858.1 818.4 39.7 4.8% 13.0 1.6% 2% False True 125,242
10 858.1 818.4 39.7 4.8% 11.0 1.3% 2% False True 112,557
20 858.1 774.7 83.4 10.2% 12.8 1.6% 53% False False 127,929
40 858.1 770.2 87.9 10.7% 14.0 1.7% 56% False False 85,355
60 858.1 764.8 93.3 11.4% 12.0 1.5% 58% False False 56,956
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 2.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 879.8
2.618 860.8
1.618 849.0
1.000 841.8
0.618 837.3
HIGH 830.0
0.618 825.8
0.500 824.3
0.382 822.8
LOW 818.5
0.618 811.3
1.000 806.8
1.618 799.5
2.618 787.8
4.250 768.8
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 824.3 835.5
PP 822.5 830.3
S1 821.0 824.8

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

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