ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 838.2 851.0 12.8 1.5% 817.4
High 838.2 852.5 14.3 1.7% 836.9
Low 838.2 849.5 11.3 1.3% 811.0
Close 838.2 845.0 6.8 0.8% 838.2
Range 0.0 3.0 3.0 25.9
ATR 6.5 7.1 0.6 8.5% 0.0
Volume
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 858.0 854.5 846.8
R3 855.0 851.5 845.8
R2 852.0 852.0 845.5
R1 848.5 848.5 845.3 848.8
PP 849.0 849.0 849.0 849.0
S1 845.5 845.5 844.8 845.8
S2 846.0 846.0 844.5
S3 843.0 842.5 844.3
S4 840.0 839.5 843.3
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 906.5 898.3 852.5
R3 880.5 872.3 845.3
R2 854.5 854.5 843.0
R1 846.5 846.5 840.5 850.5
PP 828.8 828.8 828.8 830.8
S1 820.5 820.5 835.8 824.5
S2 802.8 802.8 833.5
S3 777.0 794.5 831.0
S4 751.0 768.8 824.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.5 818.7 33.8 4.0% 1.5 0.2% 78% True False 8
10 852.5 811.0 41.5 4.9% 2.0 0.2% 82% True False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 865.3
2.618 860.3
1.618 857.3
1.000 855.5
0.618 854.3
HIGH 852.5
0.618 851.3
0.500 851.0
0.382 850.8
LOW 849.5
0.618 847.8
1.000 846.5
1.618 844.8
2.618 841.8
4.250 836.8
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 851.0 845.0
PP 849.0 844.8
S1 847.0 844.8

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

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