ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 849.9 820.3 -29.6 -3.5% 824.6
High 852.0 826.0 -26.0 -3.1% 838.9
Low 819.6 815.3 -4.3 -0.5% 800.5
Close 820.1 819.7 -0.4 0.0% 836.5
Range 32.4 10.7 -21.7 -67.0% 38.4
ATR 16.4 16.0 -0.4 -2.5% 0.0
Volume 184,881 168,310 -16,571 -9.0% 676,415
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 852.5 846.8 825.5
R3 841.8 836.0 822.8
R2 831.0 831.0 821.8
R1 825.3 825.3 820.8 822.8
PP 820.3 820.3 820.3 819.0
S1 814.8 814.8 818.8 812.3
S2 809.8 809.8 817.8
S3 799.0 804.0 816.8
S4 788.3 793.3 813.8
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
5 852.0 815.3 36.7 4.5% 16.3 2.0% 12% False True 155,164
10 852.0 800.5 51.5 6.3% 15.8 1.9% 37% False False 146,921
20 857.7 800.5 57.2 7.0% 16.5 2.0% 34% False False 148,944
40 872.0 800.5 71.5 8.7% 15.3 1.9% 27% False False 133,230
60 872.0 770.2 101.8 12.4% 14.8 1.8% 49% False False 135,082
80 872.0 770.2 101.8 12.4% 14.3 1.7% 49% False False 101,483
100 872.0 764.8 107.2 13.1% 12.8 1.6% 51% False False 81,207
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 871.5
2.618 854.0
1.618 843.3
1.000 836.8
0.618 832.5
HIGH 826.0
0.618 822.0
0.500 820.8
0.382 819.5
LOW 815.3
0.618 808.8
1.000 804.5
1.618 798.0
2.618 787.3
4.250 769.8
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 820.8 833.8
PP 820.3 829.0
S1 820.0 824.3

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

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