ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 793.2 794.7 1.5 0.2% 834.0
High 800.2 794.7 -5.5 -0.7% 848.7
Low 791.6 781.8 -9.8 -1.2% 803.1
Close 793.3 783.6 -9.7 -1.2% 804.4
Range 8.6 12.9 4.3 50.0% 45.6
ATR 12.0 12.0 0.1 0.6% 0.0
Volume 5,495 29,332 23,837 433.8% 3,885
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 825.5 817.5 790.8
R3 812.5 804.5 787.3
R2 799.5 799.5 786.0
R1 791.5 791.5 784.8 789.3
PP 786.8 786.8 786.8 785.5
S1 778.8 778.8 782.5 776.3
S2 773.8 773.8 781.3
S3 761.0 765.8 780.0
S4 748.0 753.0 776.5
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
5 822.3 781.8 40.5 5.2% 12.5 1.6% 4% False True 7,474
10 848.7 781.8 66.9 8.5% 13.0 1.7% 3% False True 4,000
20 848.7 781.8 66.9 8.5% 12.3 1.6% 3% False True 2,047
40 863.0 781.8 81.2 10.4% 9.0 1.1% 2% False True 1,045
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 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 849.5
2.618 828.5
1.618 815.5
1.000 807.5
0.618 802.8
HIGH 794.8
0.618 789.8
0.500 788.3
0.382 786.8
LOW 781.8
0.618 773.8
1.000 769.0
1.618 761.0
2.618 748.0
4.250 727.0
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 788.3 794.0
PP 786.8 790.5
S1 785.3 787.0

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

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