ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 775.8 781.1 5.3 0.7% 775.2
High 784.8 789.0 4.2 0.5% 792.9
Low 768.4 774.2 5.8 0.8% 768.4
Close 779.2 778.1 -1.1 -0.1% 778.1
Range 16.4 14.8 -1.6 -9.8% 24.5
ATR 13.4 13.5 0.1 0.7% 0.0
Volume 222,111 163,152 -58,959 -26.5% 1,107,969
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 824.8 816.3 786.3
R3 810.0 801.5 782.3
R2 795.3 795.3 780.8
R1 786.8 786.8 779.5 783.5
PP 780.5 780.5 780.5 779.0
S1 771.8 771.8 776.8 768.8
S2 765.8 765.8 775.5
S3 750.8 757.0 774.0
S4 736.0 742.3 770.0
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 853.3 840.3 791.5
R3 828.8 815.8 784.8
R2 804.3 804.3 782.5
R1 791.3 791.3 780.3 797.8
PP 779.8 779.8 779.8 783.0
S1 766.8 766.8 775.8 773.3
S2 755.3 755.3 773.5
S3 730.8 742.3 771.3
S4 706.3 717.8 764.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 792.9 768.4 24.5 3.1% 16.3 2.1% 40% False False 221,593
10 806.0 768.4 37.6 4.8% 14.3 1.8% 26% False False 142,671
20 848.7 768.4 80.3 10.3% 14.0 1.8% 12% False False 71,581
40 863.0 768.4 94.6 12.2% 11.3 1.4% 10% False False 35,824
Crabel Price Patterns
NR True
NR4 True
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 2.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 852.0
2.618 827.8
1.618 813.0
1.000 803.8
0.618 798.3
HIGH 789.0
0.618 783.3
0.500 781.5
0.382 779.8
LOW 774.3
0.618 765.0
1.000 759.5
1.618 750.3
2.618 735.5
4.250 711.3
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 781.5 779.8
PP 780.5 779.3
S1 779.3 778.8

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

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