ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 817.4 818.7 1.3 0.2% 830.1
High 817.4 818.7 1.3 0.2% 831.1
Low 811.0 818.7 7.7 0.9% 811.9
Close 818.8 818.7 -0.1 0.0% 831.1
Range 6.4 0.0 -6.4 -100.0% 19.2
ATR
Volume 1 0 -1 -100.0% 142
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 818.8 818.8 818.8
R3 818.8 818.8 818.8
R2 818.8 818.8 818.8
R1 818.8 818.8 818.8 818.8
PP 818.8 818.8 818.8 818.8
S1 818.8 818.8 818.8 818.8
S2 818.8 818.8 818.8
S3 818.8 818.8 818.8
S4 818.8 818.8 818.8
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% 38% False False 21
10 855.4 811.0 44.4 5.4% 1.8 0.2% 17% False False 34
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 True
Stretch 0.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 818.8
2.618 818.8
1.618 818.8
1.000 818.8
0.618 818.8
HIGH 818.8
0.618 818.8
0.500 818.8
0.382 818.8
LOW 818.8
0.618 818.8
1.000 818.8
1.618 818.8
2.618 818.8
4.250 818.8
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 818.8 821.0
PP 818.8 820.3
S1 818.8 819.5

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

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