ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 827.7 830.8 3.1 0.4% 839.5
High 843.9 840.8 -3.1 -0.4% 860.0
Low 827.0 819.5 -7.5 -0.9% 834.5
Close 833.8 822.1 -11.7 -1.4% 851.5
Range 16.9 21.3 4.4 26.0% 25.5
ATR 15.3 15.7 0.4 2.8% 0.0
Volume 165,586 219,908 54,322 32.8% 547,110
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 891.3 878.0 833.8
R3 870.0 856.8 828.0
R2 848.8 848.8 826.0
R1 835.5 835.5 824.0 831.5
PP 827.5 827.5 827.5 825.5
S1 814.3 814.3 820.3 810.3
S2 806.3 806.3 818.3
S3 784.8 792.8 816.3
S4 763.5 771.5 810.5
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 5.4% 19.5 2.4% 15% False False 176,747
10 860.0 815.4 44.6 5.4% 15.5 1.9% 15% False False 153,199
20 860.0 768.4 91.6 11.1% 16.0 1.9% 59% False False 155,202
40 860.0 768.4 91.6 11.1% 14.3 1.7% 59% False False 103,772
60 863.0 768.4 94.6 11.5% 12.3 1.5% 57% False False 69,196
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 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 931.3
2.618 896.5
1.618 875.3
1.000 862.0
0.618 854.0
HIGH 840.8
0.618 832.8
0.500 830.3
0.382 827.8
LOW 819.5
0.618 806.3
1.000 798.3
1.618 785.0
2.618 763.8
4.250 729.0
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 830.3 829.8
PP 827.5 827.3
S1 824.8 824.5

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

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