ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 832.7 819.7 -13.0 -1.6% 841.8
High 834.0 826.2 -7.8 -0.9% 842.4
Low 813.4 815.8 2.4 0.3% 813.4
Close 821.6 821.6 0.0 0.0% 833.9
Range 20.6 10.4 -10.2 -49.5% 29.0
ATR 13.5 13.3 -0.2 -1.6% 0.0
Volume 151,822 111,994 -39,828 -26.2% 608,647
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 852.5 847.5 827.3
R3 842.0 837.0 824.5
R2 831.5 831.5 823.5
R1 826.5 826.5 822.5 829.0
PP 821.3 821.3 821.3 822.5
S1 816.3 816.3 820.8 818.8
S2 810.8 810.8 819.8
S3 800.5 805.8 818.8
S4 790.0 795.5 816.0
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% 13.8 1.7% 39% False False 127,701
10 858.1 813.4 44.7 5.4% 13.3 1.6% 18% False False 126,471
20 858.1 795.8 62.3 7.6% 12.3 1.5% 41% False False 116,861
40 858.1 770.2 87.9 10.7% 14.8 1.8% 58% False False 101,310
60 858.1 764.8 93.3 11.4% 12.5 1.5% 61% False False 67,589
80 858.1 764.8 93.3 11.4% 10.8 1.3% 61% False False 50,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 870.5
2.618 853.5
1.618 843.0
1.000 836.5
0.618 832.8
HIGH 826.3
0.618 822.3
0.500 821.0
0.382 819.8
LOW 815.8
0.618 809.3
1.000 805.5
1.618 799.0
2.618 788.5
4.250 771.5
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 821.5 824.0
PP 821.3 823.3
S1 821.0 822.5

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

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