ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 775.5 790.5 15.0 1.9% 805.5
High 792.9 791.1 -1.8 -0.2% 806.0
Low 773.6 773.0 -0.6 -0.1% 772.5
Close 792.4 776.9 -15.5 -2.0% 776.0
Range 19.3 18.1 -1.2 -6.2% 33.5
ATR 12.7 13.2 0.5 3.7% 0.0
Volume 233,272 256,983 23,711 10.2% 318,744
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 834.8 823.8 786.8
R3 816.5 805.8 782.0
R2 798.5 798.5 780.3
R1 787.8 787.8 778.5 784.0
PP 780.3 780.3 780.3 778.5
S1 769.5 769.5 775.3 766.0
S2 762.3 762.3 773.5
S3 744.3 751.5 772.0
S4 726.0 733.3 767.0
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
5 793.4 769.7 23.7 3.1% 15.3 2.0% 30% False False 201,208
10 822.3 769.7 52.6 6.8% 14.0 1.8% 14% False False 104,341
20 848.7 769.7 79.0 10.2% 12.8 1.6% 9% False False 52,343
40 863.0 769.7 93.3 12.0% 10.5 1.4% 8% False False 26,194
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 1.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 868.0
2.618 838.5
1.618 820.5
1.000 809.3
0.618 802.3
HIGH 791.0
0.618 784.3
0.500 782.0
0.382 780.0
LOW 773.0
0.618 761.8
1.000 755.0
1.618 743.8
2.618 725.5
4.250 696.0
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 782.0 781.3
PP 780.3 779.8
S1 778.5 778.3

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

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