ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 787.4 801.4 14.0 1.8% 775.2
High 803.7 807.1 3.4 0.4% 792.9
Low 785.3 793.6 8.3 1.1% 768.4
Close 800.5 794.7 -5.8 -0.7% 778.1
Range 18.4 13.5 -4.9 -26.6% 24.5
ATR 14.1 14.1 0.0 -0.3% 0.0
Volume 161,678 124,404 -37,274 -23.1% 1,107,969
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 839.0 830.3 802.0
R3 825.5 816.8 798.5
R2 812.0 812.0 797.3
R1 803.3 803.3 796.0 801.0
PP 798.5 798.5 798.5 797.3
S1 789.8 789.8 793.5 787.5
S2 785.0 785.0 792.3
S3 771.5 776.3 791.0
S4 758.0 762.8 787.3
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
5 807.1 768.4 38.7 4.9% 16.0 2.0% 68% True False 157,900
10 807.1 768.4 38.7 4.9% 15.8 2.0% 68% True False 179,554
20 848.7 768.4 80.3 10.1% 14.3 1.8% 33% False False 91,777
40 863.0 768.4 94.6 11.9% 12.3 1.5% 28% False False 45,930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 864.5
2.618 842.5
1.618 829.0
1.000 820.5
0.618 815.5
HIGH 807.0
0.618 802.0
0.500 800.3
0.382 798.8
LOW 793.5
0.618 785.3
1.000 780.0
1.618 771.8
2.618 758.3
4.250 736.3
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 800.3 792.8
PP 798.5 790.8
S1 796.5 789.0

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

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