ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 791.6 804.3 12.7 1.6% 774.8
High 803.7 816.9 13.2 1.6% 807.1
Low 789.2 799.0 9.8 1.2% 770.7
Close 802.3 815.8 13.5 1.7% 794.3
Range 14.5 17.9 3.4 23.4% 36.4
ATR 14.7 14.9 0.2 1.6% 0.0
Volume 145,270 142,711 -2,559 -1.8% 741,593
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 864.3 858.0 825.8
R3 846.3 840.0 820.8
R2 828.5 828.5 819.0
R1 822.3 822.3 817.5 825.3
PP 810.5 810.5 810.5 812.3
S1 804.3 804.3 814.3 807.5
S2 792.8 792.8 812.5
S3 774.8 786.3 811.0
S4 756.8 768.5 806.0
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
5 816.9 779.0 37.9 4.6% 16.5 2.0% 97% True False 149,948
10 816.9 768.4 48.5 5.9% 16.8 2.1% 98% True False 167,182
20 848.7 768.4 80.3 9.8% 16.0 2.0% 59% False False 122,982
40 852.3 768.4 83.9 10.3% 13.3 1.6% 56% False False 61,562
60 863.0 768.4 94.6 11.6% 10.0 1.2% 50% False False 41,049
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 False
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 893.0
2.618 863.8
1.618 845.8
1.000 834.8
0.618 828.0
HIGH 817.0
0.618 810.0
0.500 808.0
0.382 805.8
LOW 799.0
0.618 788.0
1.000 781.0
1.618 770.0
2.618 752.3
4.250 723.0
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 813.3 811.5
PP 810.5 807.3
S1 808.0 803.0

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

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