ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 784.0 787.4 3.4 0.4% 805.5
High 793.4 788.8 -4.6 -0.6% 806.0
Low 783.4 772.5 -10.9 -1.4% 772.5
Close 787.8 776.0 -11.8 -1.5% 776.0
Range 10.0 16.3 6.3 63.0% 33.5
ATR 11.9 12.2 0.3 2.7% 0.0
Volume 103,444 179,894 76,450 73.9% 318,744
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 828.0 818.3 785.0
R3 811.8 802.0 780.5
R2 795.5 795.5 779.0
R1 785.8 785.8 777.5 782.5
PP 779.0 779.0 779.0 777.5
S1 769.5 769.5 774.5 766.0
S2 762.8 762.8 773.0
S3 746.5 753.0 771.5
S4 730.3 736.8 767.0
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 885.3 864.3 794.5
R3 851.8 830.8 785.3
R2 818.3 818.3 782.3
R1 797.3 797.3 779.0 791.0
PP 784.8 784.8 784.8 781.8
S1 763.8 763.8 773.0 757.5
S2 751.3 751.3 769.8
S3 717.8 730.3 766.8
S4 684.3 696.8 757.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 806.0 772.5 33.5 4.3% 12.5 1.6% 10% False True 63,748
10 848.7 772.5 76.2 9.8% 13.3 1.7% 5% False True 32,262
20 848.7 772.5 76.2 9.8% 12.0 1.5% 5% False True 16,212
40 863.0 772.5 90.5 11.7% 9.5 1.2% 4% False True 8,126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 858.0
2.618 831.5
1.618 815.3
1.000 805.0
0.618 798.8
HIGH 788.8
0.618 782.5
0.500 780.8
0.382 778.8
LOW 772.5
0.618 762.5
1.000 756.3
1.618 746.3
2.618 729.8
4.250 703.3
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 780.8 783.5
PP 779.0 781.0
S1 777.5 778.5

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

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