ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 787.4 775.2 -12.2 -1.5% 805.5
High 788.8 782.4 -6.4 -0.8% 806.0
Low 772.5 769.7 -2.8 -0.4% 772.5
Close 776.0 774.0 -2.0 -0.3% 776.0
Range 16.3 12.7 -3.6 -22.1% 33.5
ATR 12.2 12.2 0.0 0.3% 0.0
Volume 179,894 232,451 52,557 29.2% 318,744
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 813.5 806.5 781.0
R3 800.8 793.8 777.5
R2 788.0 788.0 776.3
R1 781.0 781.0 775.3 778.3
PP 775.3 775.3 775.3 774.0
S1 768.3 768.3 772.8 765.5
S2 762.8 762.8 771.8
S3 750.0 755.8 770.5
S4 737.3 743.0 767.0
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
5 800.2 769.7 30.5 3.9% 12.0 1.6% 14% False True 110,123
10 848.7 769.7 79.0 10.2% 14.5 1.9% 5% False True 55,455
20 848.7 769.7 79.0 10.2% 12.0 1.5% 5% False True 27,834
40 863.0 769.7 93.3 12.1% 9.8 1.3% 5% False True 13,937
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 836.5
2.618 815.8
1.618 803.0
1.000 795.0
0.618 790.3
HIGH 782.5
0.618 777.5
0.500 776.0
0.382 774.5
LOW 769.8
0.618 761.8
1.000 757.0
1.618 749.3
2.618 736.5
4.250 715.8
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 776.0 781.5
PP 775.3 779.0
S1 774.8 776.5

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

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