ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 805.5 793.2 -12.3 -1.5% 834.0
High 806.0 800.2 -5.8 -0.7% 848.7
Low 791.8 791.6 -0.2 0.0% 803.1
Close 793.5 793.3 -0.2 0.0% 804.4
Range 14.2 8.6 -5.6 -39.4% 45.6
ATR 12.2 12.0 -0.3 -2.1% 0.0
Volume 579 5,495 4,916 849.1% 3,885
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 820.8 815.8 798.0
R3 812.3 807.0 795.8
R2 803.8 803.8 795.0
R1 798.5 798.5 794.0 801.0
PP 795.0 795.0 795.0 796.3
S1 789.8 789.8 792.5 792.5
S2 786.5 786.5 791.8
S3 777.8 781.3 791.0
S4 769.3 772.8 788.5
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
5 848.7 791.6 57.1 7.2% 16.5 2.1% 3% False True 1,885
10 848.7 791.6 57.1 7.2% 13.5 1.7% 3% False True 1,096
20 852.3 791.6 60.7 7.7% 12.5 1.6% 3% False True 582
40 863.0 791.6 71.4 9.0% 8.5 1.1% 2% False True 312
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 6 trading days
Fibonacci Retracements and Extensions
4.250 836.8
2.618 822.8
1.618 814.0
1.000 808.8
0.618 805.5
HIGH 800.3
0.618 797.0
0.500 796.0
0.382 795.0
LOW 791.5
0.618 786.3
1.000 783.0
1.618 777.8
2.618 769.0
4.250 755.0
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 796.0 805.8
PP 795.0 801.5
S1 794.3 797.5

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

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