ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 798.4 787.5 -10.9 -1.4% 838.5
High 798.5 796.7 -1.8 -0.2% 852.0
Low 784.7 786.8 2.1 0.3% 806.1
Close 786.8 791.1 4.3 0.5% 807.6
Range 13.8 9.9 -3.9 -28.3% 45.9
ATR 15.2 14.9 -0.4 -2.5% 0.0
Volume 205,095 148,908 -56,187 -27.4% 679,507
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 821.3 816.0 796.5
R3 811.3 806.3 793.8
R2 801.5 801.5 793.0
R1 796.3 796.3 792.0 798.8
PP 791.5 791.5 791.5 792.8
S1 786.3 786.3 790.3 789.0
S2 781.8 781.8 789.3
S3 771.8 776.5 788.5
S4 761.8 766.5 785.8
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
5 820.8 784.7 36.1 4.6% 12.5 1.6% 18% False False 165,368
10 852.0 784.7 67.3 8.5% 14.5 1.8% 10% False False 160,266
20 852.1 784.7 67.4 8.5% 15.5 1.9% 9% False False 153,602
40 872.0 784.7 87.3 11.0% 15.0 1.9% 7% False False 138,246
60 872.0 774.7 97.3 12.3% 14.3 1.8% 17% False False 134,807
80 872.0 770.2 101.8 12.9% 14.5 1.8% 21% False False 111,801
100 872.0 764.8 107.2 13.6% 13.3 1.7% 25% False False 89,472
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 838.8
2.618 822.5
1.618 812.8
1.000 806.5
0.618 802.8
HIGH 796.8
0.618 793.0
0.500 791.8
0.382 790.5
LOW 786.8
0.618 780.8
1.000 777.0
1.618 770.8
2.618 761.0
4.250 744.8
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 791.8 794.3
PP 791.5 793.3
S1 791.3 792.0

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

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