ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 824.5 839.5 15.0 1.8% 791.6
High 839.0 841.3 2.3 0.3% 839.0
Low 822.8 834.5 11.7 1.4% 789.2
Close 836.6 840.9 4.3 0.5% 836.6
Range 16.2 6.8 -9.4 -58.0% 49.8
ATR 14.5 13.9 -0.5 -3.8% 0.0
Volume 131,863 121,681 -10,182 -7.7% 703,302
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 859.3 857.0 844.8
R3 852.5 850.0 842.8
R2 845.8 845.8 842.3
R1 843.3 843.3 841.5 844.5
PP 839.0 839.0 839.0 839.5
S1 836.5 836.5 840.3 837.8
S2 832.0 832.0 839.8
S3 825.3 829.8 839.0
S4 818.5 823.0 837.3
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
5 841.3 799.0 42.3 5.0% 12.5 1.5% 99% True False 135,942
10 841.3 779.0 62.3 7.4% 14.8 1.7% 99% True False 144,842
20 841.3 768.4 72.9 8.7% 14.8 1.7% 99% True False 149,635
40 852.3 768.4 83.9 10.0% 13.8 1.6% 86% False False 74,972
60 863.0 768.4 94.6 11.2% 10.5 1.2% 77% False False 49,995
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 3.8
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 870.3
2.618 859.0
1.618 852.3
1.000 848.0
0.618 845.5
HIGH 841.3
0.618 838.8
0.500 838.0
0.382 837.0
LOW 834.5
0.618 830.3
1.000 827.8
1.618 823.5
2.618 816.8
4.250 805.5
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 840.0 837.0
PP 839.0 833.3
S1 838.0 829.5

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

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