ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 832.6 828.7 -3.9 -0.5% 864.9
High 839.9 842.7 2.8 0.3% 872.0
Low 823.1 827.4 4.3 0.5% 823.1
Close 829.7 829.7 0.0 0.0% 829.7
Range 16.8 15.3 -1.5 -8.9% 48.9
ATR 14.3 14.3 0.1 0.5% 0.0
Volume 174,309 165,445 -8,864 -5.1% 776,965
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 879.3 869.8 838.0
R3 863.8 854.5 834.0
R2 848.5 848.5 832.5
R1 839.3 839.3 831.0 843.8
PP 833.3 833.3 833.3 835.5
S1 823.8 823.8 828.3 828.5
S2 818.0 818.0 827.0
S3 802.8 808.5 825.5
S4 787.3 793.3 821.3
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 988.3 958.0 856.5
R3 939.5 909.0 843.3
R2 890.5 890.5 838.8
R1 860.0 860.0 834.3 850.8
PP 841.5 841.5 841.5 837.0
S1 811.3 811.3 825.3 802.0
S2 792.8 792.8 820.8
S3 743.8 762.3 816.3
S4 695.0 713.5 802.8
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% 17.8 2.2% 13% False False 155,393
10 872.0 823.1 48.9 5.9% 14.8 1.8% 13% False False 123,257
20 872.0 813.4 58.6 7.1% 14.3 1.7% 28% False False 121,991
40 872.0 770.2 101.8 12.3% 13.8 1.7% 58% False False 131,795
60 872.0 770.2 101.8 12.3% 13.8 1.7% 58% False False 91,303
80 872.0 764.8 107.2 12.9% 12.3 1.5% 61% False False 68,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 907.8
2.618 882.8
1.618 867.5
1.000 858.0
0.618 852.3
HIGH 842.8
0.618 836.8
0.500 835.0
0.382 833.3
LOW 827.5
0.618 818.0
1.000 812.0
1.618 802.8
2.618 787.3
4.250 762.5
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 835.0 834.5
PP 833.3 832.8
S1 831.5 831.3

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

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