ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 801.4 793.0 -8.4 -1.0% 775.2
High 807.1 801.2 -5.9 -0.7% 792.9
Low 793.6 779.0 -14.6 -1.8% 768.4
Close 794.7 799.4 4.7 0.6% 778.1
Range 13.5 22.2 8.7 64.4% 24.5
ATR 14.1 14.7 0.6 4.1% 0.0
Volume 124,404 221,305 96,901 77.9% 1,107,969
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 859.8 851.8 811.5
R3 837.5 829.5 805.5
R2 815.5 815.5 803.5
R1 807.5 807.5 801.5 811.5
PP 793.3 793.3 793.3 795.3
S1 785.3 785.3 797.3 789.3
S2 771.0 771.0 795.3
S3 748.8 763.0 793.3
S4 726.5 740.8 787.3
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
5 807.1 770.7 36.4 4.6% 17.3 2.2% 79% False False 157,738
10 807.1 768.4 38.7 4.8% 17.0 2.1% 80% False False 191,340
20 848.7 768.4 80.3 10.0% 14.8 1.8% 39% False False 102,822
40 863.0 768.4 94.6 11.8% 12.8 1.6% 33% False False 51,462
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 895.5
2.618 859.3
1.618 837.0
1.000 823.5
0.618 815.0
HIGH 801.3
0.618 792.8
0.500 790.0
0.382 787.5
LOW 779.0
0.618 765.3
1.000 756.8
1.618 743.0
2.618 721.0
4.250 684.8
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 796.3 797.3
PP 793.3 795.3
S1 790.0 793.0

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

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