ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 858.6 864.9 6.3 0.7% 843.4
High 866.2 872.0 5.8 0.7% 867.3
Low 857.2 852.1 -5.1 -0.6% 836.9
Close 863.9 852.7 -11.2 -1.3% 863.9
Range 9.0 19.9 10.9 121.1% 30.4
ATR 12.9 13.4 0.5 3.9% 0.0
Volume 89,614 122,033 32,419 36.2% 455,614
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 918.8 905.5 863.8
R3 898.8 885.8 858.3
R2 878.8 878.8 856.3
R1 865.8 865.8 854.5 862.3
PP 859.0 859.0 859.0 857.3
S1 845.8 845.8 851.0 842.5
S2 839.0 839.0 849.0
S3 819.3 826.0 847.3
S4 799.3 806.0 841.8
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
5 872.0 838.8 33.2 3.9% 14.0 1.6% 42% True False 103,367
10 872.0 813.4 58.6 6.9% 13.5 1.6% 67% True False 103,426
20 872.0 813.4 58.6 6.9% 12.8 1.5% 67% True False 111,213
40 872.0 770.2 101.8 11.9% 14.3 1.7% 81% True False 120,491
60 872.0 770.2 101.8 11.9% 13.0 1.5% 81% True False 80,423
80 872.0 764.8 107.2 12.6% 11.5 1.4% 82% True False 60,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 956.5
2.618 924.0
1.618 904.3
1.000 892.0
0.618 884.3
HIGH 872.0
0.618 864.5
0.500 862.0
0.382 859.8
LOW 852.0
0.618 839.8
1.000 832.3
1.618 820.0
2.618 800.0
4.250 767.5
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 862.0 862.0
PP 859.0 859.0
S1 855.8 855.8

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

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