ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 795.5 798.4 2.9 0.4% 838.5
High 803.6 798.5 -5.1 -0.6% 852.0
Low 795.1 784.7 -10.4 -1.3% 806.1
Close 796.8 786.8 -10.0 -1.3% 807.6
Range 8.5 13.8 5.3 62.4% 45.9
ATR 15.4 15.2 -0.1 -0.7% 0.0
Volume 146,707 205,095 58,388 39.8% 679,507
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 831.5 823.0 794.5
R3 817.5 809.0 790.5
R2 803.8 803.8 789.3
R1 795.3 795.3 788.0 792.8
PP 790.0 790.0 790.0 788.8
S1 781.5 781.5 785.5 778.8
S2 776.3 776.3 784.3
S3 762.5 767.8 783.0
S4 748.5 754.0 779.3
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
5 826.0 784.7 41.3 5.2% 12.8 1.6% 5% False True 169,249
10 852.0 784.7 67.3 8.6% 15.8 2.0% 3% False True 159,713
20 857.7 784.7 73.0 9.3% 16.0 2.0% 3% False True 154,353
40 872.0 784.7 87.3 11.1% 15.3 1.9% 2% False True 137,593
60 872.0 770.2 101.8 12.9% 14.5 1.9% 16% False False 136,247
80 872.0 770.2 101.8 12.9% 14.5 1.8% 16% False False 109,940
100 872.0 764.8 107.2 13.6% 13.3 1.7% 21% False False 87,983
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 2.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 857.3
2.618 834.8
1.618 820.8
1.000 812.3
0.618 807.0
HIGH 798.5
0.618 793.3
0.500 791.5
0.382 790.0
LOW 784.8
0.618 776.3
1.000 771.0
1.618 762.3
2.618 748.5
4.250 726.0
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 791.5 797.3
PP 790.0 793.8
S1 788.5 790.3

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

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