ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 841.1 846.4 5.3 0.6% 791.6
High 846.4 858.9 12.5 1.5% 839.0
Low 835.1 845.2 10.1 1.2% 789.2
Close 843.6 856.7 13.1 1.6% 836.6
Range 11.3 13.7 2.4 21.2% 49.8
ATR 13.8 13.9 0.1 0.8% 0.0
Volume 131,870 136,596 4,726 3.6% 703,302
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 894.8 889.5 864.3
R3 881.0 875.8 860.5
R2 867.3 867.3 859.3
R1 862.0 862.0 858.0 864.8
PP 853.5 853.5 853.5 855.0
S1 848.3 848.3 855.5 851.0
S2 840.0 840.0 854.3
S3 826.3 834.5 853.0
S4 812.5 821.0 849.3
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
5 858.9 817.8 41.1 4.8% 11.5 1.3% 95% True False 129,651
10 858.9 779.0 79.9 9.3% 14.0 1.6% 97% True False 143,080
20 858.9 768.4 90.5 10.6% 14.8 1.7% 98% True False 161,317
40 858.9 768.4 90.5 10.6% 13.5 1.6% 98% True False 81,682
60 863.0 768.4 94.6 11.0% 10.8 1.3% 93% False False 54,469
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 3.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 917.0
2.618 894.8
1.618 881.0
1.000 872.5
0.618 867.3
HIGH 859.0
0.618 853.8
0.500 852.0
0.382 850.5
LOW 845.3
0.618 836.8
1.000 831.5
1.618 823.0
2.618 809.3
4.250 787.0
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 855.3 853.3
PP 853.5 850.0
S1 852.0 846.8

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

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