ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 832.3 827.7 -4.6 -0.6% 839.5
High 836.7 843.9 7.2 0.9% 860.0
Low 815.4 827.0 11.6 1.4% 834.5
Close 828.1 833.8 5.7 0.7% 851.5
Range 21.3 16.9 -4.4 -20.7% 25.5
ATR 15.1 15.3 0.1 0.8% 0.0
Volume 179,791 165,586 -14,205 -7.9% 547,110
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 885.5 876.5 843.0
R3 868.8 859.8 838.5
R2 851.8 851.8 837.0
R1 842.8 842.8 835.3 847.3
PP 835.0 835.0 835.0 837.3
S1 826.0 826.0 832.3 830.5
S2 818.0 818.0 830.8
S3 801.0 809.0 829.3
S4 784.3 792.0 824.5
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
5 860.0 815.4 44.6 5.3% 18.0 2.2% 41% False False 160,084
10 860.0 810.8 49.2 5.9% 14.8 1.8% 47% False False 146,929
20 860.0 768.4 91.6 11.0% 15.8 1.9% 71% False False 157,055
40 860.0 768.4 91.6 11.0% 14.0 1.7% 71% False False 98,276
60 863.0 768.4 94.6 11.3% 12.0 1.4% 69% False False 65,531
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 2.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 915.8
2.618 888.3
1.618 871.3
1.000 860.8
0.618 854.3
HIGH 844.0
0.618 837.5
0.500 835.5
0.382 833.5
LOW 827.0
0.618 816.5
1.000 810.0
1.618 799.8
2.618 782.8
4.250 755.3
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 835.5 833.5
PP 835.0 833.3
S1 834.3 833.0

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

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