ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 763.5 771.1 7.6 1.0% 830.6
High 772.4 773.7 1.3 0.2% 836.6
Low 747.5 723.1 -24.4 -3.3% 780.2
Close 768.9 724.5 -44.4 -5.8% 795.5
Range 24.9 50.6 25.7 103.2% 56.4
ATR 18.4 20.7 2.3 12.5% 0.0
Volume 287,388 348,570 61,182 21.3% 818,807
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 892.3 859.0 752.3
R3 841.8 808.3 738.5
R2 791.0 791.0 733.8
R1 757.8 757.8 729.3 749.0
PP 740.5 740.5 740.5 736.0
S1 707.3 707.3 719.8 698.5
S2 689.8 689.8 715.3
S3 639.3 656.5 710.5
S4 588.8 606.0 696.8
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
5 808.8 723.1 85.7 11.8% 31.0 4.3% 2% False True 258,423
10 843.4 723.1 120.3 16.6% 23.0 3.2% 1% False True 198,366
20 860.0 723.1 136.9 18.9% 20.3 2.8% 1% False True 177,789
40 860.0 723.1 136.9 18.9% 17.5 2.4% 1% False True 169,553
60 860.0 723.1 136.9 18.9% 15.8 2.2% 1% False True 113,717
80 863.0 723.1 139.9 19.3% 13.3 1.8% 1% False True 85,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 988.8
2.618 906.3
1.618 855.5
1.000 824.3
0.618 805.0
HIGH 773.8
0.618 754.3
0.500 748.5
0.382 742.5
LOW 723.0
0.618 691.8
1.000 672.5
1.618 641.3
2.618 590.8
4.250 508.0
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 748.5 759.5
PP 740.5 747.8
S1 732.5 736.3

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

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