ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 800.7 791.6 -9.1 -1.1% 774.8
High 805.4 803.7 -1.7 -0.2% 807.1
Low 790.7 789.2 -1.5 -0.2% 770.7
Close 794.3 802.3 8.0 1.0% 794.3
Range 14.7 14.5 -0.2 -1.4% 36.4
ATR 14.7 14.7 0.0 -0.1% 0.0
Volume 116,051 145,270 29,219 25.2% 741,593
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 842.0 836.5 810.3
R3 827.5 822.0 806.3
R2 813.0 813.0 805.0
R1 807.5 807.5 803.8 810.3
PP 798.5 798.5 798.5 799.8
S1 793.0 793.0 801.0 795.8
S2 784.0 784.0 799.8
S3 769.5 778.5 798.3
S4 755.0 764.0 794.3
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 900.0 883.5 814.3
R3 863.5 847.0 804.3
R2 827.0 827.0 801.0
R1 810.8 810.8 797.8 819.0
PP 790.8 790.8 790.8 794.8
S1 774.3 774.3 791.0 782.5
S2 754.3 754.3 787.8
S3 718.0 738.0 784.3
S4 681.5 701.5 774.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.1 779.0 28.1 3.5% 16.8 2.1% 83% False False 153,741
10 807.1 768.4 38.7 4.8% 17.0 2.1% 88% False False 176,238
20 848.7 768.4 80.3 10.0% 15.8 2.0% 42% False False 115,846
40 852.3 768.4 83.9 10.5% 13.3 1.6% 40% False False 57,995
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 4.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 865.3
2.618 841.8
1.618 827.3
1.000 818.3
0.618 812.8
HIGH 803.8
0.618 798.3
0.500 796.5
0.382 794.8
LOW 789.3
0.618 780.3
1.000 774.8
1.618 765.8
2.618 751.3
4.250 727.5
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 800.3 799.0
PP 798.5 795.5
S1 796.5 792.3

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

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