ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 820.2 827.0 6.8 0.8% 841.8
High 826.8 834.5 7.7 0.9% 842.4
Low 813.4 821.6 8.2 1.0% 813.4
Close 826.0 833.9 7.9 1.0% 833.9
Range 13.4 12.9 -0.5 -3.7% 29.0
ATR 12.9 12.9 0.0 0.0% 0.0
Volume 128,701 108,688 -20,013 -15.5% 608,647
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 868.8 864.3 841.0
R3 855.8 851.3 837.5
R2 843.0 843.0 836.3
R1 838.5 838.5 835.0 840.8
PP 830.0 830.0 830.0 831.0
S1 825.5 825.5 832.8 827.8
S2 817.0 817.0 831.5
S3 804.3 812.5 830.3
S4 791.3 799.8 826.8
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 917.0 904.5 849.8
R3 888.0 875.5 842.0
R2 859.0 859.0 839.3
R1 846.5 846.5 836.5 838.3
PP 830.0 830.0 830.0 825.8
S1 817.5 817.5 831.3 809.3
S2 801.0 801.0 828.5
S3 772.0 788.5 826.0
S4 743.0 759.5 818.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 842.4 813.4 29.0 3.5% 12.8 1.5% 71% False False 121,729
10 858.1 813.4 44.7 5.4% 12.0 1.4% 46% False False 119,001
20 858.1 791.7 66.4 8.0% 12.3 1.5% 64% False False 114,984
40 858.1 770.2 87.9 10.5% 14.8 1.8% 72% False False 94,720
60 858.1 764.8 93.3 11.2% 12.3 1.5% 74% False False 63,195
80 858.1 764.8 93.3 11.2% 10.5 1.2% 74% False False 47,415
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 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 889.3
2.618 868.3
1.618 855.3
1.000 847.5
0.618 842.5
HIGH 834.5
0.618 829.5
0.500 828.0
0.382 826.5
LOW 821.5
0.618 813.8
1.000 808.8
1.618 800.8
2.618 787.8
4.250 766.8
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 832.0 830.5
PP 830.0 827.3
S1 828.0 824.0

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

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