ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 842.0 854.8 12.8 1.5% 864.9
High 855.6 857.7 2.1 0.2% 872.0
Low 839.3 834.5 -4.8 -0.6% 823.1
Close 853.9 838.9 -15.0 -1.8% 829.7
Range 16.3 23.2 6.9 42.3% 48.9
ATR 14.5 15.1 0.6 4.3% 0.0
Volume 112,563 163,924 51,361 45.6% 776,965
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 913.3 899.3 851.8
R3 890.0 876.0 845.3
R2 867.0 867.0 843.3
R1 853.0 853.0 841.0 848.3
PP 843.8 843.8 843.8 841.5
S1 829.8 829.8 836.8 825.0
S2 820.5 820.5 834.8
S3 797.3 806.5 832.5
S4 774.0 783.3 826.3
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
5 857.7 823.1 34.6 4.1% 17.3 2.1% 46% True False 146,735
10 872.0 823.1 48.9 5.8% 16.5 2.0% 32% False False 135,898
20 872.0 813.4 58.6 7.0% 14.8 1.8% 44% False False 122,890
40 872.0 774.7 97.3 11.6% 13.8 1.6% 66% False False 125,409
60 872.0 770.2 101.8 12.1% 14.3 1.7% 67% False False 97,867
80 872.0 764.8 107.2 12.8% 12.8 1.5% 69% False False 73,440
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 3.8
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 956.3
2.618 918.5
1.618 895.3
1.000 881.0
0.618 872.0
HIGH 857.8
0.618 848.8
0.500 846.0
0.382 843.3
LOW 834.5
0.618 820.3
1.000 811.3
1.618 797.0
2.618 773.8
4.250 736.0
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 846.0 843.3
PP 843.8 841.8
S1 841.3 840.3

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

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