ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 843.4 842.6 -0.8 -0.1% 832.7
High 845.7 856.0 10.3 1.2% 845.2
Low 836.9 838.8 1.9 0.2% 813.4
Close 841.1 847.8 6.7 0.8% 841.1
Range 8.8 17.2 8.4 95.5% 31.8
ATR 13.1 13.4 0.3 2.3% 0.0
Volume 60,808 114,345 53,537 88.0% 456,621
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 899.3 890.8 857.3
R3 882.0 873.5 852.5
R2 864.8 864.8 851.0
R1 856.3 856.3 849.5 860.5
PP 847.5 847.5 847.5 849.8
S1 839.0 839.0 846.3 843.3
S2 830.3 830.3 844.8
S3 813.3 821.8 843.0
S4 796.0 804.8 838.3
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
5 856.0 815.8 40.2 4.7% 12.8 1.5% 80% True False 95,990
10 856.0 813.4 42.6 5.0% 13.3 1.6% 81% True False 112,924
20 858.1 813.4 44.7 5.3% 12.3 1.4% 77% False False 111,435
40 858.1 770.2 87.9 10.4% 14.5 1.7% 88% False False 110,459
60 858.1 770.2 87.9 10.4% 12.5 1.5% 88% False False 73,718
80 858.1 764.8 93.3 11.0% 11.3 1.3% 89% False False 55,305
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 3.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 929.0
2.618 901.0
1.618 883.8
1.000 873.3
0.618 866.8
HIGH 856.0
0.618 849.5
0.500 847.5
0.382 845.3
LOW 838.8
0.618 828.3
1.000 821.5
1.618 811.0
2.618 793.8
4.250 765.8
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 847.8 847.3
PP 847.5 846.8
S1 847.5 846.3

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

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