ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 822.1 797.6 -24.5 -3.0% 828.0
High 823.8 808.6 -15.2 -1.8% 843.4
Low 797.3 794.3 -3.0 -0.4% 808.6
Close 798.2 797.2 -1.0 -0.1% 838.8
Range 26.5 14.3 -12.2 -46.0% 34.8
ATR 15.8 15.7 -0.1 -0.7% 0.0
Volume 203,859 157,181 -46,678 -22.9% 627,271
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 843.0 834.3 805.0
R3 828.8 820.0 801.3
R2 814.3 814.3 799.8
R1 805.8 805.8 798.5 803.0
PP 800.0 800.0 800.0 798.5
S1 791.5 791.5 796.0 788.5
S2 785.8 785.8 794.5
S3 771.5 777.3 793.3
S4 757.3 762.8 789.3
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
5 843.4 794.3 49.1 6.2% 15.3 1.9% 6% False True 138,308
10 843.4 794.3 49.1 6.2% 15.3 1.9% 6% False True 137,992
20 860.0 794.3 65.7 8.2% 15.3 1.9% 4% False True 145,596
40 860.0 768.4 91.6 11.5% 15.3 1.9% 31% False False 138,184
60 860.0 768.4 91.6 11.5% 14.3 1.8% 31% False False 92,192
80 863.0 768.4 94.6 11.9% 11.3 1.4% 30% False False 69,151
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 3 trading days
Fibonacci Retracements and Extensions
4.250 869.5
2.618 846.0
1.618 831.8
1.000 823.0
0.618 817.5
HIGH 808.5
0.618 803.3
0.500 801.5
0.382 799.8
LOW 794.3
0.618 785.5
1.000 780.0
1.618 771.3
2.618 756.8
4.250 733.5
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 801.5 815.0
PP 800.0 809.3
S1 798.5 803.3

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

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