ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 819.0 824.5 5.5 0.7% 791.6
High 827.1 839.0 11.9 1.4% 839.0
Low 817.8 822.8 5.0 0.6% 789.2
Close 825.4 836.6 11.2 1.4% 836.6
Range 9.3 16.2 6.9 74.2% 49.8
ATR 14.4 14.5 0.1 0.9% 0.0
Volume 126,249 131,863 5,614 4.4% 703,302
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 881.5 875.3 845.5
R3 865.3 859.0 841.0
R2 849.0 849.0 839.5
R1 842.8 842.8 838.0 846.0
PP 832.8 832.8 832.8 834.3
S1 826.5 826.5 835.0 829.8
S2 816.5 816.5 833.8
S3 800.5 810.5 832.3
S4 784.3 794.3 827.8
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 971.0 953.5 864.0
R3 921.3 903.8 850.3
R2 871.5 871.5 845.8
R1 854.0 854.0 841.3 862.8
PP 821.5 821.5 821.5 826.0
S1 804.3 804.3 832.0 813.0
S2 771.8 771.8 827.5
S3 722.0 754.5 823.0
S4 672.3 704.5 809.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 839.0 789.2 49.8 6.0% 14.3 1.7% 95% True False 140,660
10 839.0 770.7 68.3 8.2% 15.8 1.9% 96% True False 144,489
20 839.0 768.4 70.6 8.4% 15.0 1.8% 97% True False 143,580
40 852.3 768.4 83.9 10.0% 13.8 1.7% 81% False False 71,930
60 863.0 768.4 94.6 11.3% 10.3 1.2% 72% False False 47,967
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 4.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 907.8
2.618 881.5
1.618 865.3
1.000 855.3
0.618 849.0
HIGH 839.0
0.618 832.8
0.500 831.0
0.382 829.0
LOW 822.8
0.618 812.8
1.000 806.5
1.618 796.5
2.618 780.5
4.250 754.0
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 834.8 832.8
PP 832.8 828.8
S1 831.0 825.0

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

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