ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 821.3 820.2 -1.1 -0.1% 846.0
High 827.1 826.8 -0.3 0.0% 858.1
Low 815.8 813.4 -2.4 -0.3% 835.2
Close 820.9 826.0 5.1 0.6% 838.4
Range 11.3 13.4 2.1 18.6% 22.9
ATR 12.9 12.9 0.0 0.3% 0.0
Volume 137,300 128,701 -8,599 -6.3% 581,364
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 862.3 857.5 833.3
R3 848.8 844.3 829.8
R2 835.5 835.5 828.5
R1 830.8 830.8 827.3 833.0
PP 822.0 822.0 822.0 823.3
S1 817.3 817.3 824.8 819.8
S2 808.8 808.8 823.5
S3 795.3 804.0 822.3
S4 781.8 790.5 818.8
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
5 852.8 813.4 39.4 4.8% 13.8 1.7% 32% False True 128,388
10 858.1 813.4 44.7 5.4% 11.5 1.4% 28% False True 118,684
20 858.1 780.0 78.1 9.5% 12.3 1.5% 59% False False 116,243
40 858.1 770.2 87.9 10.6% 14.5 1.7% 63% False False 92,003
60 858.1 764.8 93.3 11.3% 12.3 1.5% 66% False False 61,384
80 858.1 764.8 93.3 11.3% 10.3 1.2% 66% False False 46,057
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 883.8
2.618 862.0
1.618 848.5
1.000 840.3
0.618 835.0
HIGH 826.8
0.618 821.8
0.500 820.0
0.382 818.5
LOW 813.5
0.618 805.0
1.000 800.0
1.618 791.8
2.618 778.3
4.250 756.5
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 824.0 824.5
PP 822.0 823.3
S1 820.0 821.8

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

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