ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 846.4 856.7 10.3 1.2% 839.5
High 858.9 860.0 1.1 0.1% 860.0
Low 845.2 842.3 -2.9 -0.3% 834.5
Close 856.7 851.5 -5.2 -0.6% 851.5
Range 13.7 17.7 4.0 29.2% 25.5
ATR 13.9 14.1 0.3 2.0% 0.0
Volume 136,596 156,963 20,367 14.9% 547,110
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 904.3 895.8 861.3
R3 886.8 878.0 856.3
R2 869.0 869.0 854.8
R1 860.3 860.3 853.0 855.8
PP 851.3 851.3 851.3 849.0
S1 842.5 842.5 850.0 838.0
S2 833.5 833.5 848.3
S3 815.8 824.8 846.8
S4 798.3 807.3 841.8
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 925.3 913.8 865.5
R3 899.8 888.3 858.5
R2 874.3 874.3 856.3
R1 862.8 862.8 853.8 868.5
PP 848.8 848.8 848.8 851.5
S1 837.3 837.3 849.3 843.0
S2 823.3 823.3 846.8
S3 797.8 811.8 844.5
S4 772.3 786.3 837.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 860.0 822.8 37.2 4.4% 13.3 1.5% 77% True False 135,794
10 860.0 789.2 70.8 8.3% 13.5 1.6% 88% True False 136,646
20 860.0 768.4 91.6 10.8% 15.3 1.8% 91% True False 163,993
40 860.0 768.4 91.6 10.8% 13.5 1.6% 91% True False 85,605
60 863.0 768.4 94.6 11.1% 11.3 1.3% 88% False False 57,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 935.3
2.618 906.3
1.618 888.8
1.000 877.8
0.618 871.0
HIGH 860.0
0.618 853.3
0.500 851.3
0.382 849.0
LOW 842.3
0.618 831.3
1.000 824.5
1.618 813.8
2.618 796.0
4.250 767.0
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 851.5 850.3
PP 851.3 848.8
S1 851.3 847.5

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

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