ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 777.8 794.1 16.3 2.1% 809.0
High 797.0 794.2 -2.8 -0.4% 810.0
Low 777.0 776.7 -0.3 0.0% 775.9
Close 795.9 780.6 -15.3 -1.9% 779.4
Range 20.0 17.5 -2.5 -12.5% 34.1
ATR 15.2 15.5 0.3 1.9% 0.0
Volume 124,654 94,931 -29,723 -23.8% 764,975
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 836.3 826.0 790.3
R3 818.8 808.5 785.5
R2 801.3 801.3 783.8
R1 791.0 791.0 782.3 787.5
PP 783.8 783.8 783.8 782.0
S1 773.5 773.5 779.0 770.0
S2 766.3 766.3 777.5
S3 748.8 756.0 775.8
S4 731.3 738.5 771.0
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
5 797.0 773.1 23.9 3.1% 15.3 2.0% 31% False False 118,818
10 826.0 773.1 52.9 6.8% 14.0 1.8% 14% False False 144,033
20 852.0 773.1 78.9 10.1% 15.0 1.9% 10% False False 142,981
40 872.0 773.1 98.9 12.7% 15.3 2.0% 8% False False 136,213
60 872.0 773.1 98.9 12.7% 14.3 1.8% 8% False False 129,653
80 872.0 770.2 101.8 13.0% 15.3 1.9% 10% False False 117,362
100 872.0 764.8 107.2 13.7% 13.5 1.7% 15% False False 93,919
120 872.0 764.8 107.2 13.7% 12.3 1.6% 15% False False 78,280
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 868.5
2.618 840.0
1.618 822.5
1.000 811.8
0.618 805.0
HIGH 794.3
0.618 787.5
0.500 785.5
0.382 783.5
LOW 776.8
0.618 766.0
1.000 759.3
1.618 748.5
2.618 731.0
4.250 702.3
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 785.5 785.0
PP 783.8 783.5
S1 782.3 782.0

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

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