ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 839.5 841.1 1.6 0.2% 791.6
High 841.3 846.4 5.1 0.6% 839.0
Low 834.5 835.1 0.6 0.1% 789.2
Close 840.9 843.6 2.7 0.3% 836.6
Range 6.8 11.3 4.5 66.2% 49.8
ATR 13.9 13.8 -0.2 -1.4% 0.0
Volume 121,681 131,870 10,189 8.4% 703,302
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 875.5 871.0 849.8
R3 864.3 859.5 846.8
R2 853.0 853.0 845.8
R1 848.3 848.3 844.8 850.8
PP 841.8 841.8 841.8 843.0
S1 837.0 837.0 842.5 839.3
S2 830.5 830.5 841.5
S3 819.0 825.8 840.5
S4 807.8 814.5 837.5
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
5 846.4 810.8 35.6 4.2% 11.3 1.3% 92% True False 133,774
10 846.4 779.0 67.4 8.0% 14.0 1.7% 96% True False 141,861
20 846.4 768.4 78.0 9.2% 14.8 1.8% 96% True False 155,954
40 852.3 768.4 83.9 9.9% 13.8 1.6% 90% False False 78,268
60 863.0 768.4 94.6 11.2% 10.8 1.3% 79% False False 52,193
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 894.5
2.618 876.0
1.618 864.8
1.000 857.8
0.618 853.5
HIGH 846.5
0.618 842.0
0.500 840.8
0.382 839.5
LOW 835.0
0.618 828.0
1.000 823.8
1.618 816.8
2.618 805.5
4.250 787.0
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 842.8 840.5
PP 841.8 837.5
S1 840.8 834.5

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

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