ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 846.6 828.7 -17.9 -2.1% 834.3
High 852.1 838.2 -13.9 -1.6% 857.7
Low 831.9 816.9 -15.0 -1.8% 828.6
Close 832.6 819.3 -13.3 -1.6% 832.6
Range 20.2 21.3 1.1 5.4% 29.1
ATR 15.8 16.2 0.4 2.5% 0.0
Volume 142,159 171,738 29,579 20.8% 697,546
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 888.8 875.3 831.0
R3 867.5 854.0 825.3
R2 846.0 846.0 823.3
R1 832.8 832.8 821.3 828.8
PP 824.8 824.8 824.8 822.8
S1 811.5 811.5 817.3 807.5
S2 803.5 803.5 815.5
S3 782.3 790.0 813.5
S4 761.0 768.8 807.5
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 927.0 908.8 848.5
R3 897.8 879.8 840.5
R2 868.8 868.8 838.0
R1 850.8 850.8 835.3 845.3
PP 839.8 839.8 839.8 837.0
S1 821.5 821.5 830.0 816.0
S2 810.5 810.5 827.3
S3 781.5 792.5 824.5
S4 752.3 763.3 816.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 857.7 816.9 40.8 5.0% 20.3 2.5% 6% False True 150,369
10 857.7 816.9 40.8 5.0% 18.5 2.3% 6% False True 152,421
20 872.0 813.4 58.6 7.2% 16.0 2.0% 10% False False 127,924
40 872.0 791.7 80.3 9.8% 14.0 1.7% 34% False False 121,454
60 872.0 770.2 101.8 12.4% 15.0 1.8% 48% False False 105,788
80 872.0 764.8 107.2 13.1% 13.3 1.6% 51% False False 79,377
100 872.0 764.8 107.2 13.1% 11.5 1.4% 51% False False 63,517
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 4.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 928.8
2.618 894.0
1.618 872.8
1.000 859.5
0.618 851.3
HIGH 838.3
0.618 830.0
0.500 827.5
0.382 825.0
LOW 817.0
0.618 803.8
1.000 795.5
1.618 782.5
2.618 761.3
4.250 726.5
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 827.5 834.5
PP 824.8 829.5
S1 822.0 824.3

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

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