ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 820.3 819.9 -0.4 0.0% 838.5
High 826.0 820.8 -5.2 -0.6% 852.0
Low 815.3 806.1 -9.2 -1.1% 806.1
Close 819.7 807.6 -12.1 -1.5% 807.6
Range 10.7 14.7 4.0 37.4% 45.9
ATR 16.0 15.9 -0.1 -0.6% 0.0
Volume 168,310 167,393 -917 -0.5% 679,507
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 855.5 846.3 815.8
R3 841.0 831.5 811.8
R2 826.3 826.3 810.3
R1 817.0 817.0 809.0 814.3
PP 811.5 811.5 811.5 810.3
S1 802.3 802.3 806.3 799.5
S2 796.8 796.8 805.0
S3 782.0 787.5 803.5
S4 767.5 772.8 799.5
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 959.5 929.5 832.8
R3 913.8 883.5 820.3
R2 867.8 867.8 816.0
R1 837.8 837.8 811.8 829.8
PP 822.0 822.0 822.0 818.0
S1 791.8 791.8 803.5 784.0
S2 776.0 776.0 799.3
S3 730.0 746.0 795.0
S4 684.3 700.0 782.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.0 806.1 45.9 5.7% 16.0 2.0% 3% False True 158,875
10 852.0 800.5 51.5 6.4% 16.0 2.0% 14% False False 149,860
20 857.7 800.5 57.2 7.1% 16.5 2.0% 12% False False 148,598
40 872.0 800.5 71.5 8.9% 15.3 1.9% 10% False False 134,626
60 872.0 770.2 101.8 12.6% 14.8 1.8% 37% False False 137,516
80 872.0 770.2 101.8 12.6% 14.3 1.8% 37% False False 103,574
100 872.0 764.8 107.2 13.3% 13.0 1.6% 40% False False 82,881
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 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 883.3
2.618 859.3
1.618 844.5
1.000 835.5
0.618 830.0
HIGH 820.8
0.618 815.3
0.500 813.5
0.382 811.8
LOW 806.0
0.618 797.0
1.000 791.5
1.618 782.3
2.618 767.5
4.250 743.5
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 813.5 829.0
PP 811.5 822.0
S1 809.5 814.8

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

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