ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 847.1 817.2 -29.9 -3.5% 822.1
High 848.7 822.3 -26.4 -3.1% 835.6
Low 816.5 812.1 -4.4 -0.5% 799.4
Close 817.0 816.4 -0.6 -0.1% 833.4
Range 32.2 10.2 -22.0 -68.3% 36.2
ATR 11.8 11.7 -0.1 -1.0% 0.0
Volume 1,390 439 -951 -68.4% 1,033
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 847.5 842.3 822.0
R3 837.3 832.0 819.3
R2 827.3 827.3 818.3
R1 821.8 821.8 817.3 819.3
PP 817.0 817.0 817.0 815.8
S1 811.5 811.5 815.5 809.3
S2 806.8 806.8 814.5
S3 796.5 801.3 813.5
S4 786.3 791.3 810.8
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
5 848.7 812.1 36.6 4.5% 12.3 1.5% 12% False True 534
10 848.7 799.4 49.3 6.0% 12.5 1.5% 34% False False 339
20 852.3 799.4 52.9 6.5% 12.3 1.5% 32% False False 222
40 863.0 799.4 63.6 7.8% 7.5 0.9% 27% False False 123
Crabel Price Patterns
NR True
NR4 False
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 2.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 865.8
2.618 849.0
1.618 838.8
1.000 832.5
0.618 828.5
HIGH 822.3
0.618 818.5
0.500 817.3
0.382 816.0
LOW 812.0
0.618 805.8
1.000 802.0
1.618 795.5
2.618 785.5
4.250 768.8
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 817.3 830.5
PP 817.0 825.8
S1 816.8 821.0

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

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