ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 855.2 862.0 6.8 0.8% 838.2
High 857.4 862.0 4.6 0.5% 862.0
Low 854.6 862.0 7.4 0.9% 838.2
Close 856.6 861.1 4.5 0.5% 861.1
Range 2.8 0.0 -2.8 -100.0% 23.8
ATR 6.8 6.7 -0.1 -1.5% 0.0
Volume 8 8 0 0.0% 27
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 861.8 861.5 861.0
R3 861.8 861.5 861.0
R2 861.8 861.8 861.0
R1 861.5 861.5 861.0 861.5
PP 861.8 861.8 861.8 861.8
S1 861.5 861.5 861.0 861.5
S2 861.8 861.8 861.0
S3 861.8 861.5 861.0
S4 861.8 861.5 861.0
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 925.3 917.0 874.3
R3 901.3 893.3 867.8
R2 877.5 877.5 865.5
R1 869.3 869.3 863.3 873.5
PP 853.8 853.8 853.8 855.8
S1 845.5 845.5 859.0 849.8
S2 830.0 830.0 856.8
S3 806.3 821.8 854.5
S4 782.3 798.0 848.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 862.0 838.2 23.8 2.8% 2.3 0.3% 96% True False 5
10 862.0 811.0 51.0 5.9% 2.3 0.3% 98% True False 7
Crabel Price Patterns
NR True
NR4 True
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 0.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 862.0
2.618 862.0
1.618 862.0
1.000 862.0
0.618 862.0
HIGH 862.0
0.618 862.0
0.500 862.0
0.382 862.0
LOW 862.0
0.618 862.0
1.000 862.0
1.618 862.0
2.618 862.0
4.250 862.0
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 862.0 858.8
PP 861.8 856.5
S1 861.5 854.3

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

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