ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 817.8 832.2 14.4 1.8% 824.6
High 832.4 838.9 6.5 0.8% 838.9
Low 815.8 830.0 14.2 1.7% 800.5
Close 831.7 836.5 4.8 0.6% 836.5
Range 16.6 8.9 -7.7 -46.4% 38.4
ATR 15.7 15.2 -0.5 -3.1% 0.0
Volume 148,839 114,871 -33,968 -22.8% 676,415
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 861.8 858.0 841.5
R3 853.0 849.3 839.0
R2 844.0 844.0 838.3
R1 840.3 840.3 837.3 842.3
PP 835.3 835.3 835.3 836.0
S1 831.3 831.3 835.8 833.3
S2 826.3 826.3 834.8
S3 817.3 822.5 834.0
S4 808.5 813.5 831.5
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 940.5 927.0 857.5
R3 902.0 888.5 847.0
R2 863.8 863.8 843.5
R1 850.0 850.0 840.0 857.0
PP 825.3 825.3 825.3 828.8
S1 811.8 811.8 833.0 818.5
S2 787.0 787.0 829.5
S3 748.5 773.3 826.0
S4 710.0 735.0 815.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.9 800.5 38.4 4.6% 14.5 1.7% 94% True False 135,283
10 839.1 800.5 38.6 4.6% 15.0 1.8% 93% False False 142,947
20 872.0 800.5 71.5 8.5% 16.5 2.0% 50% False False 145,199
40 872.0 800.5 71.5 8.5% 14.5 1.7% 50% False False 127,793
60 872.0 770.2 101.8 12.2% 15.0 1.8% 65% False False 126,698
80 872.0 770.2 101.8 12.2% 13.8 1.6% 65% False False 95,092
100 872.0 764.8 107.2 12.8% 12.5 1.5% 67% False False 76,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.2
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 876.8
2.618 862.3
1.618 853.3
1.000 847.8
0.618 844.5
HIGH 839.0
0.618 835.5
0.500 834.5
0.382 833.5
LOW 830.0
0.618 824.5
1.000 821.0
1.618 815.5
2.618 806.8
4.250 792.3
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 835.8 831.0
PP 835.3 825.3
S1 834.5 819.8

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

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