ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 833.9 834.7 0.8 0.1% 828.7
High 839.1 837.6 -1.5 -0.2% 839.1
Low 826.5 822.3 -4.2 -0.5% 813.1
Close 834.9 825.4 -9.5 -1.1% 825.4
Range 12.6 15.3 2.7 21.4% 26.0
ATR 15.6 15.5 0.0 -0.1% 0.0
Volume 138,001 142,681 4,680 3.4% 753,060
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 874.3 865.3 833.8
R3 859.0 849.8 829.5
R2 843.8 843.8 828.3
R1 834.5 834.5 826.8 831.5
PP 828.5 828.5 828.5 827.0
S1 819.3 819.3 824.0 816.3
S2 813.3 813.3 822.5
S3 797.8 804.0 821.3
S4 782.5 788.8 817.0
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 903.8 890.8 839.8
R3 877.8 864.8 832.5
R2 851.8 851.8 830.3
R1 838.8 838.8 827.8 832.3
PP 825.8 825.8 825.8 822.8
S1 812.8 812.8 823.0 806.3
S2 799.8 799.8 820.8
S3 773.8 786.8 818.3
S4 747.8 760.8 811.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 839.1 813.1 26.0 3.1% 15.3 1.8% 47% False False 150,612
10 857.7 813.1 44.6 5.4% 17.0 2.1% 28% False False 145,060
20 872.0 813.1 58.9 7.1% 15.8 1.9% 21% False False 134,159
40 872.0 813.1 58.9 7.1% 14.0 1.7% 21% False False 124,246
60 872.0 770.2 101.8 12.3% 15.0 1.8% 54% False False 115,451
80 872.0 764.8 107.2 13.0% 13.5 1.6% 57% False False 86,640
100 872.0 764.8 107.2 13.0% 12.0 1.5% 57% False False 69,328
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 2 trading days
Fibonacci Retracements and Extensions
4.250 902.5
2.618 877.8
1.618 862.3
1.000 853.0
0.618 847.0
HIGH 837.5
0.618 831.8
0.500 830.0
0.382 828.3
LOW 822.3
0.618 812.8
1.000 807.0
1.618 797.5
2.618 782.3
4.250 757.3
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 830.0 829.0
PP 828.5 827.8
S1 827.0 826.5

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

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