ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 824.4 841.4 17.0 2.1% 841.8
High 841.9 845.2 3.3 0.4% 842.4
Low 823.8 836.5 12.7 1.5% 813.4
Close 838.7 841.1 2.4 0.3% 833.9
Range 18.1 8.7 -9.4 -51.9% 29.0
ATR 13.8 13.4 -0.4 -2.6% 0.0
Volume 114,359 78,446 -35,913 -31.4% 608,647
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 867.0 862.8 846.0
R3 858.3 854.0 843.5
R2 849.8 849.8 842.8
R1 845.3 845.3 842.0 843.3
PP 841.0 841.0 841.0 839.8
S1 836.8 836.8 840.3 834.5
S2 832.3 832.3 839.5
S3 823.5 828.0 838.8
S4 814.8 819.3 836.3
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
5 845.2 813.4 31.8 3.8% 14.3 1.7% 87% True False 113,061
10 852.8 813.4 39.4 4.7% 14.0 1.7% 70% False False 120,725
20 858.1 813.4 44.7 5.3% 12.3 1.5% 62% False False 114,334
40 858.1 770.2 87.9 10.5% 14.8 1.7% 81% False False 106,098
60 858.1 764.8 93.3 11.1% 12.8 1.5% 82% False False 70,801
80 858.1 764.8 93.3 11.1% 11.0 1.3% 82% False False 53,121
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.2
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 882.3
2.618 868.0
1.618 859.3
1.000 854.0
0.618 850.5
HIGH 845.3
0.618 842.0
0.500 840.8
0.382 839.8
LOW 836.5
0.618 831.0
1.000 827.8
1.618 822.5
2.618 813.8
4.250 799.5
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 841.0 837.5
PP 841.0 834.0
S1 840.8 830.5

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

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