ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 830.8 822.1 -8.7 -1.0% 828.0
High 835.9 823.8 -12.1 -1.4% 843.4
Low 821.0 797.3 -23.7 -2.9% 808.6
Close 822.1 798.2 -23.9 -2.9% 838.8
Range 14.9 26.5 11.6 77.9% 34.8
ATR 15.0 15.8 0.8 5.5% 0.0
Volume 124,588 203,859 79,271 63.6% 627,271
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 886.0 868.5 812.8
R3 859.5 842.0 805.5
R2 833.0 833.0 803.0
R1 815.5 815.5 800.8 811.0
PP 806.5 806.5 806.5 804.3
S1 789.0 789.0 795.8 784.5
S2 780.0 780.0 793.3
S3 753.5 762.5 791.0
S4 727.0 736.0 783.5
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
5 843.4 797.3 46.1 5.8% 16.0 2.0% 2% False True 137,335
10 843.4 797.3 46.1 5.8% 16.0 2.0% 2% False True 144,265
20 860.0 797.3 62.7 7.9% 15.3 1.9% 1% False True 145,597
40 860.0 768.4 91.6 11.5% 15.8 2.0% 33% False False 134,289
60 860.0 768.4 91.6 11.5% 14.0 1.8% 33% False False 89,574
80 863.0 768.4 94.6 11.9% 11.3 1.4% 32% False False 67,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 936.5
2.618 893.3
1.618 866.8
1.000 850.3
0.618 840.3
HIGH 823.8
0.618 813.8
0.500 810.5
0.382 807.5
LOW 797.3
0.618 781.0
1.000 770.8
1.618 754.5
2.618 728.0
4.250 684.8
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 810.5 817.0
PP 806.5 810.8
S1 802.3 804.5

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

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