ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 790.5 763.5 -27.0 -3.4% 830.6
High 795.7 772.4 -23.3 -2.9% 836.6
Low 762.4 747.5 -14.9 -2.0% 780.2
Close 763.8 768.9 5.1 0.7% 795.5
Range 33.3 24.9 -8.4 -25.2% 56.4
ATR 17.9 18.4 0.5 2.8% 0.0
Volume 233,526 287,388 53,862 23.1% 818,807
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 837.8 828.3 782.5
R3 812.8 803.3 775.8
R2 787.8 787.8 773.5
R1 778.3 778.3 771.3 783.0
PP 763.0 763.0 763.0 765.3
S1 753.5 753.5 766.5 758.3
S2 738.0 738.0 764.3
S3 713.3 728.5 762.0
S4 688.3 703.8 755.3
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 973.3 940.8 826.5
R3 917.0 884.5 811.0
R2 860.5 860.5 805.8
R1 828.0 828.0 800.8 816.0
PP 804.0 804.0 804.0 798.0
S1 771.5 771.5 790.3 759.8
S2 747.8 747.8 785.3
S3 691.3 715.3 780.0
S4 635.0 658.8 764.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 808.8 747.5 61.3 8.0% 23.8 3.1% 35% False True 220,145
10 843.4 747.5 95.9 12.5% 19.8 2.6% 22% False True 178,740
20 860.0 747.5 112.5 14.6% 18.3 2.4% 19% False True 167,190
40 860.0 747.5 112.5 14.6% 16.5 2.2% 19% False True 161,572
60 860.0 747.5 112.5 14.6% 15.3 2.0% 19% False True 107,908
80 863.0 747.5 115.5 15.0% 12.5 1.6% 19% False True 80,942
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 4.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 878.3
2.618 837.5
1.618 812.8
1.000 797.3
0.618 787.8
HIGH 772.5
0.618 763.0
0.500 760.0
0.382 757.0
LOW 747.5
0.618 732.0
1.000 722.5
1.618 707.3
2.618 682.3
4.250 641.8
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 766.0 778.3
PP 763.0 775.0
S1 760.0 772.0

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

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