ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 831.9 830.9 -1.0 -0.1% 847.4
High 835.9 842.1 6.2 0.7% 850.6
Low 825.3 823.8 -1.5 -0.2% 815.4
Close 829.6 840.5 10.9 1.3% 828.3
Range 10.6 18.3 7.7 72.6% 35.2
ATR 15.4 15.6 0.2 1.3% 0.0
Volume 121,001 152,317 31,316 25.9% 877,576
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 890.3 883.8 850.5
R3 872.0 865.5 845.5
R2 853.8 853.8 843.8
R1 847.3 847.3 842.3 850.5
PP 835.5 835.5 835.5 837.0
S1 828.8 828.8 838.8 832.3
S2 817.3 817.3 837.3
S3 798.8 810.5 835.5
S4 780.5 792.3 830.5
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
5 842.1 808.6 33.5 4.0% 15.0 1.8% 95% True False 137,676
10 860.0 808.6 51.4 6.1% 17.3 2.1% 62% False False 157,211
20 860.0 779.0 81.0 9.6% 15.8 1.9% 76% False False 150,146
40 860.0 768.4 91.6 10.9% 15.0 1.8% 79% False False 120,961
60 863.0 768.4 94.6 11.3% 13.3 1.6% 76% False False 80,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 920.0
2.618 890.0
1.618 871.8
1.000 860.5
0.618 853.5
HIGH 842.0
0.618 835.0
0.500 833.0
0.382 830.8
LOW 823.8
0.618 812.5
1.000 805.5
1.618 794.3
2.618 776.0
4.250 746.0
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 838.0 836.5
PP 835.5 832.5
S1 833.0 828.8

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

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