ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 849.5 856.6 7.1 0.8% 832.7
High 857.7 867.3 9.6 1.1% 845.2
Low 847.8 853.8 6.0 0.7% 813.4
Close 856.4 859.4 3.0 0.4% 841.1
Range 9.9 13.5 3.6 36.4% 31.8
ATR 13.1 13.1 0.0 0.2% 0.0
Volume 92,362 98,485 6,123 6.6% 456,621
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 900.8 893.5 866.8
R3 887.3 880.0 863.0
R2 873.8 873.8 862.0
R1 866.5 866.5 860.8 870.0
PP 860.3 860.3 860.3 862.0
S1 853.0 853.0 858.3 856.5
S2 846.8 846.8 857.0
S3 833.3 839.5 855.8
S4 819.8 826.0 852.0
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
5 867.3 836.5 30.8 3.6% 11.5 1.4% 74% True False 88,889
10 867.3 813.4 53.9 6.3% 13.3 1.6% 85% True False 106,001
20 867.3 813.4 53.9 6.3% 12.3 1.4% 85% True False 111,229
40 867.3 770.2 97.1 11.3% 14.3 1.7% 92% True False 115,213
60 867.3 770.2 97.1 11.3% 12.8 1.5% 92% True False 76,896
80 867.3 764.8 102.5 11.9% 11.5 1.3% 92% True False 57,690
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 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 924.8
2.618 902.8
1.618 889.3
1.000 880.8
0.618 875.8
HIGH 867.3
0.618 862.3
0.500 860.5
0.382 859.0
LOW 853.8
0.618 845.5
1.000 840.3
1.618 832.0
2.618 818.5
4.250 796.5
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 860.5 857.3
PP 860.3 855.3
S1 859.8 853.0

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

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