ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 842.0 832.6 -9.4 -1.1% 843.4
High 845.8 839.9 -5.9 -0.7% 867.3
Low 826.4 823.1 -3.3 -0.4% 836.9
Close 830.3 829.7 -0.6 -0.1% 863.9
Range 19.4 16.8 -2.6 -13.4% 30.4
ATR 14.1 14.3 0.2 1.4% 0.0
Volume 173,418 174,309 891 0.5% 455,614
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 881.3 872.3 839.0
R3 864.5 855.5 834.3
R2 847.8 847.8 832.8
R1 838.8 838.8 831.3 834.8
PP 831.0 831.0 831.0 829.0
S1 822.0 822.0 828.3 818.0
S2 814.0 814.0 826.5
S3 797.3 805.0 825.0
S4 780.5 788.3 820.5
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
5 872.0 823.1 48.9 5.9% 16.5 2.0% 13% False True 140,226
10 872.0 823.1 48.9 5.9% 14.0 1.7% 13% False True 114,558
20 872.0 813.4 58.6 7.1% 14.3 1.7% 28% False False 120,655
40 872.0 770.2 101.8 12.3% 14.0 1.7% 58% False False 131,975
60 872.0 770.2 101.8 12.3% 13.5 1.6% 58% False False 88,565
80 872.0 764.8 107.2 12.9% 12.0 1.4% 61% False False 66,452
Crabel Price Patterns
NR True
NR4 True
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 3.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 911.3
2.618 884.0
1.618 867.0
1.000 856.8
0.618 850.3
HIGH 840.0
0.618 833.5
0.500 831.5
0.382 829.5
LOW 823.0
0.618 812.8
1.000 806.3
1.618 796.0
2.618 779.0
4.250 751.8
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 831.5 838.8
PP 831.0 835.8
S1 830.3 832.8

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

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