ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 864.9 851.6 -13.3 -1.5% 843.4
High 872.0 854.3 -17.7 -2.0% 867.3
Low 852.1 836.5 -15.6 -1.8% 836.9
Close 852.7 842.4 -10.3 -1.2% 863.9
Range 19.9 17.8 -2.1 -10.6% 30.4
ATR 13.4 13.7 0.3 2.4% 0.0
Volume 122,033 141,760 19,727 16.2% 455,614
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 897.8 888.0 852.3
R3 880.0 870.0 847.3
R2 862.3 862.3 845.8
R1 852.3 852.3 844.0 848.3
PP 844.5 844.5 844.5 842.5
S1 834.5 834.5 840.8 830.5
S2 826.5 826.5 839.3
S3 808.8 816.8 837.5
S4 791.0 799.0 832.5
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
5 872.0 836.5 35.5 4.2% 14.0 1.7% 17% False True 108,850
10 872.0 815.8 56.2 6.7% 13.3 1.6% 47% False False 102,420
20 872.0 813.4 58.6 7.0% 13.5 1.6% 49% False False 114,057
40 872.0 770.2 101.8 12.1% 14.0 1.7% 71% False False 123,956
60 872.0 770.2 101.8 12.1% 13.0 1.6% 71% False False 82,781
80 872.0 764.8 107.2 12.7% 11.8 1.4% 72% False False 62,106
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 930.0
2.618 901.0
1.618 883.0
1.000 872.0
0.618 865.3
HIGH 854.3
0.618 847.5
0.500 845.5
0.382 843.3
LOW 836.5
0.618 825.5
1.000 818.8
1.618 807.8
2.618 790.0
4.250 760.8
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 845.5 854.3
PP 844.5 850.3
S1 843.5 846.3

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

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