ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 771.1 724.0 -47.1 -6.1% 805.5
High 773.7 739.3 -34.4 -4.4% 808.8
Low 723.1 695.3 -27.8 -3.8% 695.3
Close 724.5 713.5 -11.0 -1.5% 713.5
Range 50.6 44.0 -6.6 -13.0% 113.5
ATR 20.7 22.4 1.7 8.0% 0.0
Volume 348,570 351,017 2,447 0.7% 1,426,180
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 848.0 824.8 737.8
R3 804.0 780.8 725.5
R2 760.0 760.0 721.5
R1 736.8 736.8 717.5 726.5
PP 716.0 716.0 716.0 710.8
S1 692.8 692.8 709.5 682.5
S2 672.0 672.0 705.5
S3 628.0 648.8 701.5
S4 584.0 604.8 689.3
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,079.8 1,010.0 776.0
R3 966.3 896.5 744.8
R2 852.8 852.8 734.3
R1 783.0 783.0 724.0 761.3
PP 739.3 739.3 739.3 728.3
S1 669.5 669.5 703.0 647.8
S2 625.8 625.8 692.8
S3 512.3 556.0 682.3
S4 398.8 442.5 651.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 808.8 695.3 113.5 15.9% 35.5 5.0% 16% False True 285,236
10 836.6 695.3 141.3 19.8% 26.5 3.7% 13% False True 224,498
20 850.6 695.3 155.3 21.8% 21.5 3.0% 12% False True 187,491
40 860.0 695.3 164.7 23.1% 18.3 2.6% 11% False True 175,742
60 860.0 695.3 164.7 23.1% 16.3 2.3% 11% False True 119,567
80 863.0 695.3 167.7 23.5% 13.8 1.9% 11% False True 89,687
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 5.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 926.3
2.618 854.5
1.618 810.5
1.000 783.3
0.618 766.5
HIGH 739.3
0.618 722.5
0.500 717.3
0.382 712.0
LOW 695.3
0.618 668.0
1.000 651.3
1.618 624.0
2.618 580.0
4.250 508.3
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 717.3 734.5
PP 716.0 727.5
S1 714.8 720.5

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

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