ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 828.0 815.8 -12.2 -1.5% 847.4
High 828.5 833.2 4.7 0.6% 850.6
Low 808.6 815.2 6.6 0.8% 815.4
Close 814.4 830.2 15.8 1.9% 828.3
Range 19.9 18.0 -1.9 -9.5% 35.2
ATR 15.5 15.8 0.2 1.5% 0.0
Volume 122,838 141,424 18,586 15.1% 877,576
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 880.3 873.3 840.0
R3 862.3 855.3 835.3
R2 844.3 844.3 833.5
R1 837.3 837.3 831.8 840.8
PP 826.3 826.3 826.3 828.0
S1 819.3 819.3 828.5 822.8
S2 808.3 808.3 827.0
S3 790.3 801.3 825.3
S4 772.3 783.3 820.3
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
5 843.9 808.6 35.3 4.3% 17.0 2.0% 61% False False 160,112
10 860.0 808.6 51.4 6.2% 17.0 2.0% 42% False False 156,726
20 860.0 779.0 81.0 9.8% 15.8 1.9% 63% False False 150,784
40 860.0 768.4 91.6 11.0% 15.0 1.8% 67% False False 114,136
60 863.0 768.4 94.6 11.4% 13.0 1.6% 65% False False 76,113
Crabel Price Patterns
NR True
NR4 False
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 909.8
2.618 880.3
1.618 862.3
1.000 851.3
0.618 844.3
HIGH 833.3
0.618 826.3
0.500 824.3
0.382 822.0
LOW 815.3
0.618 804.0
1.000 797.3
1.618 786.0
2.618 768.0
4.250 738.8
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 828.3 827.0
PP 826.3 824.0
S1 824.3 821.0

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

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