ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 839.0 847.1 8.1 1.0% 822.1
High 846.3 848.7 2.4 0.3% 835.6
Low 834.6 816.5 -18.1 -2.2% 799.4
Close 844.6 817.0 -27.6 -3.3% 833.4
Range 11.7 32.2 20.5 175.2% 36.2
ATR 10.3 11.8 1.6 15.3% 0.0
Volume 5 1,390 1,385 27,700.0% 1,033
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 924.0 902.8 834.8
R3 891.8 870.5 825.8
R2 859.5 859.5 823.0
R1 838.3 838.3 820.0 832.8
PP 827.5 827.5 827.5 824.8
S1 806.0 806.0 814.0 800.8
S2 795.3 795.3 811.0
S3 763.0 774.0 808.3
S4 730.8 741.8 799.3
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
5 848.7 813.4 35.3 4.3% 13.5 1.6% 10% True False 527
10 848.7 799.4 49.3 6.0% 11.8 1.4% 36% True False 346
20 852.3 799.4 52.9 6.5% 12.0 1.5% 33% False False 207
40 863.0 799.4 63.6 7.8% 7.5 0.9% 28% False False 117
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 2.0
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 985.5
2.618 933.0
1.618 900.8
1.000 881.0
0.618 868.5
HIGH 848.8
0.618 836.5
0.500 832.5
0.382 828.8
LOW 816.5
0.618 796.5
1.000 784.3
1.618 764.5
2.618 732.3
4.250 679.8
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 832.5 832.5
PP 827.5 827.5
S1 822.3 822.3

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

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