ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 809.0 795.5 -13.5 -1.7% 838.5
High 810.0 803.6 -6.4 -0.8% 852.0
Low 794.1 795.1 1.0 0.1% 806.1
Close 795.0 796.8 1.8 0.2% 807.6
Range 15.9 8.5 -7.4 -46.5% 45.9
ATR 15.9 15.4 -0.5 -3.3% 0.0
Volume 158,740 146,707 -12,033 -7.6% 679,507
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 824.0 819.0 801.5
R3 815.5 810.5 799.3
R2 807.0 807.0 798.3
R1 802.0 802.0 797.5 804.5
PP 798.5 798.5 798.5 799.8
S1 793.5 793.5 796.0 796.0
S2 790.0 790.0 795.3
S3 781.5 785.0 794.5
S4 773.0 776.5 792.0
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
5 852.0 794.1 57.9 7.3% 16.5 2.1% 5% False False 165,206
10 852.0 794.1 57.9 7.3% 15.5 1.9% 5% False False 153,381
20 857.7 794.1 63.6 8.0% 16.3 2.0% 4% False False 149,726
40 872.0 794.1 77.9 9.8% 15.3 1.9% 3% False False 135,245
60 872.0 770.2 101.8 12.8% 14.5 1.8% 26% False False 136,482
80 872.0 770.2 101.8 12.8% 14.3 1.8% 26% False False 107,376
100 872.0 764.8 107.2 13.5% 13.0 1.6% 30% False False 85,935
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 839.8
2.618 825.8
1.618 817.3
1.000 812.0
0.618 808.8
HIGH 803.5
0.618 800.3
0.500 799.3
0.382 798.3
LOW 795.0
0.618 789.8
1.000 786.5
1.618 781.3
2.618 772.8
4.250 759.0
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 799.3 807.5
PP 798.5 804.0
S1 797.8 800.3

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

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