ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 826.0 822.1 -3.9 -0.5% 825.6
High 828.0 822.1 -5.9 -0.7% 832.1
Low 822.3 809.0 -13.3 -1.6% 810.2
Close 822.3 809.5 -12.8 -1.6% 822.3
Range 5.7 13.1 7.4 129.8% 21.9
ATR 9.8 10.0 0.3 2.6% 0.0
Volume 6 13 7 116.7% 581
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 852.8 844.3 816.8
R3 839.8 831.3 813.0
R2 826.8 826.8 812.0
R1 818.0 818.0 810.8 815.8
PP 813.5 813.5 813.5 812.5
S1 805.0 805.0 808.3 802.8
S2 800.5 800.5 807.0
S3 787.3 791.8 806.0
S4 774.3 778.8 802.3
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 887.3 876.8 834.3
R3 865.3 854.8 828.3
R2 843.5 843.5 826.3
R1 832.8 832.8 824.3 827.3
PP 821.5 821.5 821.5 818.8
S1 811.0 811.0 820.3 805.3
S2 799.8 799.8 818.3
S3 777.8 789.0 816.3
S4 755.8 767.3 810.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.1 809.0 23.1 2.9% 8.0 1.0% 2% False True 116
10 852.3 809.0 43.3 5.3% 11.8 1.4% 1% False True 68
20 863.0 809.0 54.0 6.7% 9.0 1.1% 1% False True 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 877.8
2.618 856.5
1.618 843.3
1.000 835.3
0.618 830.3
HIGH 822.0
0.618 817.0
0.500 815.5
0.382 814.0
LOW 809.0
0.618 801.0
1.000 796.0
1.618 787.8
2.618 774.8
4.250 753.3
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 815.5 820.5
PP 813.5 816.8
S1 811.5 813.3

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

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