ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 841.4 843.4 2.0 0.2% 832.7
High 845.2 845.7 0.5 0.1% 845.2
Low 836.5 836.9 0.4 0.0% 813.4
Close 841.1 841.1 0.0 0.0% 841.1
Range 8.7 8.8 0.1 1.1% 31.8
ATR 13.4 13.1 -0.3 -2.5% 0.0
Volume 78,446 60,808 -17,638 -22.5% 456,621
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 867.8 863.3 846.0
R3 858.8 854.3 843.5
R2 850.0 850.0 842.8
R1 845.5 845.5 842.0 843.5
PP 841.3 841.3 841.3 840.3
S1 836.8 836.8 840.3 834.5
S2 832.5 832.5 839.5
S3 823.8 828.0 838.8
S4 814.8 819.3 836.3
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 928.8 916.8 858.5
R3 896.8 884.8 849.8
R2 865.0 865.0 847.0
R1 853.0 853.0 844.0 859.0
PP 833.3 833.3 833.3 836.3
S1 821.3 821.3 838.3 827.3
S2 801.5 801.5 835.3
S3 769.8 789.5 832.3
S4 737.8 757.8 823.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 845.7 813.4 32.3 3.8% 13.3 1.6% 86% True False 103,485
10 845.7 813.4 32.3 3.8% 13.0 1.5% 86% True False 112,607
20 858.1 813.4 44.7 5.3% 12.0 1.4% 62% False False 110,058
40 858.1 770.2 87.9 10.5% 14.5 1.7% 81% False False 107,612
60 858.1 764.8 93.3 11.1% 12.5 1.5% 82% False False 71,812
80 858.1 764.8 93.3 11.1% 11.3 1.3% 82% False False 53,878
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 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 883.0
2.618 868.8
1.618 860.0
1.000 854.5
0.618 851.3
HIGH 845.8
0.618 842.3
0.500 841.3
0.382 840.3
LOW 837.0
0.618 831.5
1.000 828.0
1.618 822.8
2.618 813.8
4.250 799.5
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 841.3 839.0
PP 841.3 836.8
S1 841.3 834.8

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

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