ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 724.0 700.0 -24.0 -3.3% 805.5
High 739.3 707.6 -31.7 -4.3% 808.8
Low 695.3 640.7 -54.6 -7.9% 695.3
Close 713.5 645.4 -68.1 -9.5% 713.5
Range 44.0 66.9 22.9 52.0% 113.5
ATR 22.4 26.0 3.6 16.1% 0.0
Volume 351,017 474,034 123,017 35.0% 1,426,180
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 865.3 822.3 682.3
R3 798.3 755.3 663.8
R2 731.5 731.5 657.8
R1 688.5 688.5 651.5 676.5
PP 664.5 664.5 664.5 658.5
S1 621.5 621.5 639.3 609.5
S2 597.8 597.8 633.3
S3 530.8 554.8 627.0
S4 463.8 487.8 608.5
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
5 795.7 640.7 155.0 24.0% 44.0 6.8% 3% False True 338,907
10 835.9 640.7 195.2 30.2% 32.0 5.0% 2% False True 260,279
20 843.9 640.7 203.2 31.5% 23.8 3.7% 2% False True 203,119
40 860.0 640.7 219.3 34.0% 19.8 3.0% 2% False True 183,096
60 860.0 640.7 219.3 34.0% 17.0 2.6% 2% False True 127,468
80 863.0 640.7 222.3 34.4% 14.5 2.3% 2% False True 95,611
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 5.7
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 992.0
2.618 882.8
1.618 815.8
1.000 774.5
0.618 749.0
HIGH 707.5
0.618 682.0
0.500 674.3
0.382 666.3
LOW 640.8
0.618 599.3
1.000 573.8
1.618 532.5
2.618 465.5
4.250 356.5
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 674.3 707.3
PP 664.5 686.5
S1 655.0 666.0

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

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