ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 817.2 819.8 2.6 0.3% 834.0
High 822.3 819.8 -2.5 -0.3% 848.7
Low 812.1 803.1 -9.0 -1.1% 803.1
Close 816.4 804.4 -12.0 -1.5% 804.4
Range 10.2 16.7 6.5 63.7% 45.6
ATR 11.7 12.1 0.4 3.0% 0.0
Volume 439 1,525 1,086 247.4% 3,885
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 859.3 848.5 813.5
R3 842.5 831.8 809.0
R2 825.8 825.8 807.5
R1 815.0 815.0 806.0 812.0
PP 809.0 809.0 809.0 807.5
S1 798.5 798.5 802.8 795.5
S2 792.5 792.5 801.3
S3 775.8 781.8 799.8
S4 759.0 765.0 795.3
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 955.5 925.5 829.5
R3 910.0 880.0 817.0
R2 864.3 864.3 812.8
R1 834.3 834.3 808.5 826.5
PP 818.8 818.8 818.8 814.8
S1 788.8 788.8 800.3 781.0
S2 773.3 773.3 796.0
S3 727.5 743.3 791.8
S4 682.0 697.5 779.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 848.7 803.1 45.6 5.7% 14.3 1.8% 3% False True 777
10 848.7 799.4 49.3 6.1% 13.5 1.7% 10% False False 491
20 852.3 799.4 52.9 6.6% 12.5 1.6% 9% False False 280
40 863.0 799.4 63.6 7.9% 8.0 1.0% 8% False False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 890.8
2.618 863.5
1.618 846.8
1.000 836.5
0.618 830.0
HIGH 819.8
0.618 813.5
0.500 811.5
0.382 809.5
LOW 803.0
0.618 792.8
1.000 786.5
1.618 776.0
2.618 759.5
4.250 732.0
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 811.5 826.0
PP 809.0 818.8
S1 806.8 811.5

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

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