ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 830.8 822.3 -8.5 -1.0% 847.4
High 840.8 829.2 -11.6 -1.4% 850.6
Low 819.5 820.5 1.0 0.1% 815.4
Close 822.1 828.3 6.2 0.8% 828.3
Range 21.3 8.7 -12.6 -59.2% 35.2
ATR 15.7 15.2 -0.5 -3.2% 0.0
Volume 219,908 150,804 -69,104 -31.4% 877,576
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 852.0 849.0 833.0
R3 843.5 840.3 830.8
R2 834.8 834.8 830.0
R1 831.5 831.5 829.0 833.0
PP 826.0 826.0 826.0 826.8
S1 822.8 822.8 827.5 824.5
S2 817.3 817.3 826.8
S3 808.5 814.0 826.0
S4 800.0 805.5 823.5
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 937.0 917.8 847.8
R3 901.8 882.8 838.0
R2 866.8 866.8 834.8
R1 847.5 847.5 831.5 839.5
PP 831.5 831.5 831.5 827.5
S1 812.3 812.3 825.0 804.3
S2 796.3 796.3 821.8
S3 761.0 777.0 818.5
S4 725.8 741.8 809.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 850.6 815.4 35.2 4.2% 17.8 2.1% 37% False False 175,515
10 860.0 815.4 44.6 5.4% 15.5 1.9% 29% False False 155,654
20 860.0 770.7 89.3 10.8% 15.5 1.9% 65% False False 151,636
40 860.0 768.4 91.6 11.1% 14.5 1.8% 65% False False 107,530
60 863.0 768.4 94.6 11.4% 12.5 1.5% 63% False False 71,709
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 866.3
2.618 852.0
1.618 843.3
1.000 838.0
0.618 834.5
HIGH 829.3
0.618 826.0
0.500 824.8
0.382 823.8
LOW 820.5
0.618 815.0
1.000 811.8
1.618 806.5
2.618 797.8
4.250 783.5
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 827.3 831.8
PP 826.0 830.5
S1 824.8 829.5

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

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