ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 827.0 832.7 5.7 0.7% 841.8
High 834.5 834.0 -0.5 -0.1% 842.4
Low 821.6 813.4 -8.2 -1.0% 813.4
Close 833.9 821.6 -12.3 -1.5% 833.9
Range 12.9 20.6 7.7 59.7% 29.0
ATR 12.9 13.5 0.5 4.2% 0.0
Volume 108,688 151,822 43,134 39.7% 608,647
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 884.8 873.8 833.0
R3 864.3 853.3 827.3
R2 843.5 843.5 825.5
R1 832.5 832.5 823.5 827.8
PP 823.0 823.0 823.0 820.5
S1 812.0 812.0 819.8 807.3
S2 802.5 802.5 817.8
S3 781.8 791.5 816.0
S4 761.3 770.8 810.3
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
5 834.5 813.4 21.1 2.6% 14.0 1.7% 39% False True 129,858
10 858.1 813.4 44.7 5.4% 13.5 1.7% 18% False True 125,694
20 858.1 795.8 62.3 7.6% 12.3 1.5% 41% False False 116,532
40 858.1 770.2 87.9 10.7% 15.0 1.8% 58% False False 98,510
60 858.1 764.8 93.3 11.4% 12.5 1.5% 61% False False 65,723
80 858.1 764.8 93.3 11.4% 10.8 1.3% 61% False False 49,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 921.5
2.618 888.0
1.618 867.3
1.000 854.5
0.618 846.8
HIGH 834.0
0.618 826.3
0.500 823.8
0.382 821.3
LOW 813.5
0.618 800.8
1.000 792.8
1.618 780.0
2.618 759.5
4.250 725.8
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 823.8 824.0
PP 823.0 823.3
S1 822.3 822.5

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

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