ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 831.1 817.4 -13.7 -1.6% 830.1
High 831.1 817.4 -13.7 -1.6% 831.1
Low 831.1 811.0 -20.1 -2.4% 811.9
Close 831.1 818.8 -12.3 -1.5% 831.1
Range 0.0 6.4 6.4 19.2
ATR
Volume 0 1 1 142
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 835.0 833.3 822.3
R3 828.5 826.8 820.5
R2 822.3 822.3 820.0
R1 820.5 820.5 819.5 821.3
PP 815.8 815.8 815.8 816.3
S1 814.0 814.0 818.3 815.0
S2 809.3 809.3 817.8
S3 803.0 807.8 817.0
S4 796.5 801.3 815.3
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 882.3 876.0 841.8
R3 863.0 856.8 836.5
R2 844.0 844.0 834.5
R1 837.5 837.5 832.8 840.8
PP 824.8 824.8 824.8 826.3
S1 818.3 818.3 829.3 821.5
S2 805.5 805.5 827.5
S3 786.3 799.0 825.8
S4 767.0 780.0 820.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.1 811.0 20.1 2.5% 2.3 0.3% 39% False True 21
10 855.4 811.0 44.4 5.4% 2.5 0.3% 18% False True 35
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 0.2
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 844.5
2.618 834.3
1.618 827.8
1.000 823.8
0.618 821.3
HIGH 817.5
0.618 815.0
0.500 814.3
0.382 813.5
LOW 811.0
0.618 807.0
1.000 804.5
1.618 800.8
2.618 794.3
4.250 783.8
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 817.3 821.0
PP 815.8 820.3
S1 814.3 819.5

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

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