ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 830.6 830.8 0.2 0.0% 828.0
High 836.6 835.9 -0.7 -0.1% 843.4
Low 826.4 821.0 -5.4 -0.7% 808.6
Close 830.9 822.1 -8.8 -1.1% 838.8
Range 10.2 14.9 4.7 46.1% 34.8
ATR 15.0 15.0 0.0 -0.1% 0.0
Volume 116,224 124,588 8,364 7.2% 627,271
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 871.0 861.5 830.3
R3 856.3 846.5 826.3
R2 841.3 841.3 824.8
R1 831.8 831.8 823.5 829.0
PP 826.3 826.3 826.3 825.0
S1 816.8 816.8 820.8 814.0
S2 811.5 811.5 819.3
S3 796.5 801.8 818.0
S4 781.8 787.0 814.0
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 934.8 921.5 858.0
R3 899.8 886.8 848.3
R2 865.0 865.0 845.3
R1 852.0 852.0 842.0 858.5
PP 830.3 830.3 830.3 833.5
S1 817.3 817.3 835.5 823.8
S2 795.5 795.5 832.5
S3 760.8 782.3 829.3
S4 725.8 747.5 819.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 843.4 821.0 22.4 2.7% 13.0 1.6% 5% False True 120,764
10 843.9 808.6 35.3 4.3% 15.0 1.8% 38% False False 140,438
20 860.0 799.0 61.0 7.4% 14.8 1.8% 38% False False 142,540
40 860.0 768.4 91.6 11.1% 15.3 1.9% 59% False False 129,193
60 860.0 768.4 91.6 11.1% 13.8 1.7% 59% False False 86,176
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 3.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 899.3
2.618 875.0
1.618 860.0
1.000 850.8
0.618 845.0
HIGH 836.0
0.618 830.3
0.500 828.5
0.382 826.8
LOW 821.0
0.618 811.8
1.000 806.0
1.618 797.0
2.618 782.0
4.250 757.8
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 828.5 832.3
PP 826.3 828.8
S1 824.3 825.5

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

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