ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 810.9 800.2 -10.7 -1.3% 825.6
High 814.7 818.7 4.0 0.5% 832.1
Low 805.1 799.4 -5.7 -0.7% 810.2
Close 806.1 815.1 9.0 1.1% 822.3
Range 9.6 19.3 9.7 101.0% 21.9
ATR 10.0 10.7 0.7 6.6% 0.0
Volume 14 291 277 1,978.6% 581
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 869.0 861.3 825.8
R3 849.8 842.0 820.5
R2 830.3 830.3 818.8
R1 822.8 822.8 816.8 826.5
PP 811.0 811.0 811.0 813.0
S1 803.5 803.5 813.3 807.3
S2 791.8 791.8 811.5
S3 772.5 784.3 809.8
S4 753.3 764.8 804.5
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
5 832.1 799.4 32.7 4.0% 10.0 1.2% 48% False True 165
10 845.0 799.4 45.6 5.6% 11.3 1.4% 34% False True 94
20 863.0 799.4 63.6 7.8% 10.0 1.2% 25% False True 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.4
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 900.8
2.618 869.3
1.618 850.0
1.000 838.0
0.618 830.8
HIGH 818.8
0.618 811.3
0.500 809.0
0.382 806.8
LOW 799.5
0.618 787.5
1.000 780.0
1.618 768.3
2.618 748.8
4.250 717.5
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 813.0 813.8
PP 811.0 812.3
S1 809.0 810.8

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

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