ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 794.7 784.0 -10.7 -1.3% 834.0
High 794.7 793.4 -1.3 -0.2% 848.7
Low 781.8 783.4 1.6 0.2% 803.1
Close 783.6 787.8 4.2 0.5% 804.4
Range 12.9 10.0 -2.9 -22.5% 45.6
ATR 12.0 11.9 -0.1 -1.2% 0.0
Volume 29,332 103,444 74,112 252.7% 3,885
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 818.3 813.0 793.3
R3 808.3 803.0 790.5
R2 798.3 798.3 789.8
R1 793.0 793.0 788.8 795.5
PP 788.3 788.3 788.3 789.5
S1 783.0 783.0 787.0 785.5
S2 778.3 778.3 786.0
S3 768.3 773.0 785.0
S4 758.3 763.0 782.3
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
5 819.8 781.8 38.0 4.8% 12.5 1.6% 16% False False 28,075
10 848.7 781.8 66.9 8.5% 12.5 1.6% 9% False False 14,304
20 848.7 781.8 66.9 8.5% 11.8 1.5% 9% False False 7,218
40 863.0 781.8 81.2 10.3% 9.3 1.2% 7% False False 3,631
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 836.0
2.618 819.5
1.618 809.5
1.000 803.5
0.618 799.5
HIGH 793.5
0.618 789.5
0.500 788.5
0.382 787.3
LOW 783.5
0.618 777.3
1.000 773.5
1.618 767.3
2.618 757.3
4.250 741.0
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 788.5 791.0
PP 788.3 790.0
S1 788.0 788.8

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

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