ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 851.6 842.0 -9.6 -1.1% 843.4
High 854.3 845.8 -8.5 -1.0% 867.3
Low 836.5 826.4 -10.1 -1.2% 836.9
Close 842.4 830.3 -12.1 -1.4% 863.9
Range 17.8 19.4 1.6 9.0% 30.4
ATR 13.7 14.1 0.4 3.0% 0.0
Volume 141,760 173,418 31,658 22.3% 455,614
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 892.3 880.8 841.0
R3 873.0 861.3 835.8
R2 853.5 853.5 833.8
R1 842.0 842.0 832.0 838.0
PP 834.3 834.3 834.3 832.3
S1 822.5 822.5 828.5 818.8
S2 814.8 814.8 826.8
S3 795.3 803.3 825.0
S4 776.0 783.8 819.8
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
5 872.0 826.4 45.6 5.5% 16.0 1.9% 9% False True 125,062
10 872.0 823.8 48.2 5.8% 14.3 1.7% 13% False False 108,563
20 872.0 813.4 58.6 7.1% 13.8 1.7% 29% False False 117,517
40 872.0 770.2 101.8 12.3% 14.0 1.7% 59% False False 128,151
60 872.0 770.2 101.8 12.3% 13.5 1.6% 59% False False 85,662
80 872.0 764.8 107.2 12.9% 12.0 1.4% 61% False False 64,273
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 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 928.3
2.618 896.5
1.618 877.3
1.000 865.3
0.618 857.8
HIGH 845.8
0.618 838.5
0.500 836.0
0.382 833.8
LOW 826.5
0.618 814.5
1.000 807.0
1.618 795.0
2.618 775.5
4.250 744.0
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 836.0 849.3
PP 834.3 843.0
S1 832.3 836.5

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

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