ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 818.2 831.0 12.8 1.6% 822.1
High 829.0 835.6 6.6 0.8% 835.6
Low 813.4 828.0 14.6 1.8% 799.4
Close 828.6 833.4 4.8 0.6% 833.4
Range 15.6 7.6 -8.0 -51.3% 36.2
ATR 11.0 10.8 -0.2 -2.2% 0.0
Volume 401 314 -87 -21.7% 1,033
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 855.3 851.8 837.5
R3 847.5 844.3 835.5
R2 840.0 840.0 834.8
R1 836.8 836.8 834.0 838.3
PP 832.3 832.3 832.3 833.3
S1 829.0 829.0 832.8 830.8
S2 824.8 824.8 832.0
S3 817.3 821.5 831.3
S4 809.5 813.8 829.3
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 931.5 918.5 853.3
R3 895.3 882.5 843.3
R2 859.0 859.0 840.0
R1 846.3 846.3 836.8 852.5
PP 822.8 822.8 822.8 826.0
S1 810.0 810.0 830.0 816.5
S2 786.5 786.5 826.8
S3 750.5 773.8 823.5
S4 714.3 737.5 813.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 835.6 799.4 36.2 4.3% 13.0 1.6% 94% True False 206
10 835.6 799.4 36.2 4.3% 10.5 1.3% 94% True False 161
20 863.0 799.4 63.6 7.6% 11.0 1.3% 53% False False 118
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 868.0
2.618 855.5
1.618 848.0
1.000 843.3
0.618 840.3
HIGH 835.5
0.618 832.8
0.500 831.8
0.382 831.0
LOW 828.0
0.618 823.3
1.000 820.5
1.618 815.8
2.618 808.0
4.250 795.8
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 832.8 828.0
PP 832.3 822.8
S1 831.8 817.5

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

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