ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 781.1 774.8 -6.3 -0.8% 775.2
High 789.0 788.1 -0.9 -0.1% 792.9
Low 774.2 770.7 -3.5 -0.5% 768.4
Close 778.1 786.2 8.1 1.0% 778.1
Range 14.8 17.4 2.6 17.6% 24.5
ATR 13.5 13.8 0.3 2.0% 0.0
Volume 163,152 118,155 -44,997 -27.6% 1,107,969
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 833.8 827.5 795.8
R3 816.5 810.0 791.0
R2 799.0 799.0 789.5
R1 792.8 792.8 787.8 795.8
PP 781.8 781.8 781.8 783.3
S1 775.3 775.3 784.5 778.5
S2 764.3 764.3 783.0
S3 746.8 757.8 781.5
S4 729.5 740.5 776.8
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% 17.3 2.2% 73% False False 198,734
10 800.2 768.4 31.8 4.0% 14.8 1.9% 56% False False 154,428
20 848.7 768.4 80.3 10.2% 14.3 1.8% 22% False False 77,488
40 863.0 768.4 94.6 12.0% 11.5 1.5% 19% False False 38,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 862.0
2.618 833.8
1.618 816.3
1.000 805.5
0.618 798.8
HIGH 788.0
0.618 781.5
0.500 779.5
0.382 777.3
LOW 770.8
0.618 760.0
1.000 753.3
1.618 742.5
2.618 725.3
4.250 696.8
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 784.0 783.8
PP 781.8 781.3
S1 779.5 778.8

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

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