ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 856.6 858.6 2.0 0.2% 843.4
High 867.3 866.2 -1.1 -0.1% 867.3
Low 853.8 857.2 3.4 0.4% 836.9
Close 859.4 863.9 4.5 0.5% 863.9
Range 13.5 9.0 -4.5 -33.3% 30.4
ATR 13.1 12.9 -0.3 -2.3% 0.0
Volume 98,485 89,614 -8,871 -9.0% 455,614
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 889.5 885.8 868.8
R3 880.5 876.8 866.5
R2 871.5 871.5 865.5
R1 867.8 867.8 864.8 869.5
PP 862.5 862.5 862.5 863.5
S1 858.8 858.8 863.0 860.5
S2 853.5 853.5 862.3
S3 844.5 849.8 861.5
S4 835.5 840.8 859.0
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 947.3 936.0 880.5
R3 916.8 905.5 872.3
R2 886.5 886.5 869.5
R1 875.3 875.3 866.8 880.8
PP 856.0 856.0 856.0 858.8
S1 844.8 844.8 861.0 850.5
S2 825.8 825.8 858.3
S3 795.3 814.3 855.5
S4 764.8 784.0 847.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 867.3 836.9 30.4 3.5% 11.8 1.4% 89% False False 91,122
10 867.3 813.4 53.9 6.2% 13.0 1.5% 94% False False 102,092
20 867.3 813.4 53.9 6.2% 12.3 1.4% 94% False False 110,388
40 867.3 770.2 97.1 11.2% 14.0 1.6% 96% False False 117,447
60 867.3 770.2 97.1 11.2% 12.8 1.5% 96% False False 78,390
80 867.3 764.8 102.5 11.9% 11.5 1.3% 97% False False 58,810
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 2.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 904.5
2.618 889.8
1.618 880.8
1.000 875.3
0.618 871.8
HIGH 866.3
0.618 862.8
0.500 861.8
0.382 860.8
LOW 857.3
0.618 851.8
1.000 848.3
1.618 842.8
2.618 833.8
4.250 819.0
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 863.3 861.8
PP 862.5 859.8
S1 861.8 857.5

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

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