ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 856.7 847.4 -9.3 -1.1% 839.5
High 860.0 850.6 -9.4 -1.1% 860.0
Low 842.3 829.9 -12.4 -1.5% 834.5
Close 851.5 832.4 -19.1 -2.2% 851.5
Range 17.7 20.7 3.0 16.9% 25.5
ATR 14.1 14.7 0.5 3.8% 0.0
Volume 156,963 161,487 4,524 2.9% 547,110
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 899.8 886.8 843.8
R3 879.0 866.0 838.0
R2 858.3 858.3 836.3
R1 845.3 845.3 834.3 841.5
PP 837.8 837.8 837.8 835.8
S1 824.8 824.8 830.5 820.8
S2 817.0 817.0 828.5
S3 796.3 804.0 826.8
S4 775.5 783.3 821.0
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
5 860.0 829.9 30.1 3.6% 14.0 1.7% 8% False True 141,719
10 860.0 789.2 70.8 8.5% 14.0 1.7% 61% False False 141,189
20 860.0 768.4 91.6 11.0% 15.5 1.9% 70% False False 163,073
40 860.0 768.4 91.6 11.0% 13.8 1.6% 70% False False 89,642
60 863.0 768.4 94.6 11.4% 11.5 1.4% 68% False False 59,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 938.5
2.618 904.8
1.618 884.0
1.000 871.3
0.618 863.5
HIGH 850.5
0.618 842.8
0.500 840.3
0.382 837.8
LOW 830.0
0.618 817.0
1.000 809.3
1.618 796.5
2.618 775.8
4.250 742.0
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 840.3 845.0
PP 837.8 840.8
S1 835.0 836.5

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

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