ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 778.6 777.8 -0.8 -0.1% 809.0
High 785.8 797.0 11.2 1.4% 810.0
Low 773.1 777.0 3.9 0.5% 775.9
Close 777.4 795.9 18.5 2.4% 779.4
Range 12.7 20.0 7.3 57.5% 34.1
ATR 14.8 15.2 0.4 2.5% 0.0
Volume 120,073 124,654 4,581 3.8% 764,975
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 850.0 843.0 807.0
R3 830.0 823.0 801.5
R2 810.0 810.0 799.5
R1 803.0 803.0 797.8 806.5
PP 790.0 790.0 790.0 791.8
S1 783.0 783.0 794.0 786.5
S2 770.0 770.0 792.3
S3 750.0 763.0 790.5
S4 730.0 743.0 785.0
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 890.8 869.3 798.3
R3 856.8 835.0 788.8
R2 822.5 822.5 785.8
R1 801.0 801.0 782.5 794.8
PP 788.5 788.5 788.5 785.3
S1 766.8 766.8 776.3 760.5
S2 754.3 754.3 773.3
S3 720.3 732.8 770.0
S4 686.3 698.8 760.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 798.5 773.1 25.4 3.2% 14.5 1.8% 90% False False 140,851
10 852.0 773.1 78.9 9.9% 15.5 1.9% 29% False False 153,028
20 852.0 773.1 78.9 9.9% 14.8 1.9% 29% False False 147,347
40 872.0 773.1 98.9 12.4% 15.5 1.9% 23% False False 137,635
60 872.0 773.1 98.9 12.4% 14.3 1.8% 23% False False 130,085
80 872.0 770.2 101.8 12.8% 15.0 1.9% 25% False False 116,178
100 872.0 764.8 107.2 13.5% 13.5 1.7% 29% False False 92,971
120 872.0 764.8 107.2 13.5% 12.0 1.5% 29% False False 77,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 882.0
2.618 849.3
1.618 829.3
1.000 817.0
0.618 809.3
HIGH 797.0
0.618 789.3
0.500 787.0
0.382 784.8
LOW 777.0
0.618 764.8
1.000 757.0
1.618 744.8
2.618 724.8
4.250 692.0
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 793.0 792.3
PP 790.0 788.8
S1 787.0 785.0

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

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