ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 700.0 639.0 -61.0 -8.7% 805.5
High 707.6 698.7 -8.9 -1.3% 808.8
Low 640.7 623.7 -17.0 -2.7% 695.3
Close 645.4 693.1 47.7 7.4% 713.5
Range 66.9 75.0 8.1 12.1% 113.5
ATR 26.0 29.5 3.5 13.5% 0.0
Volume 474,034 470,607 -3,427 -0.7% 1,426,180
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 896.8 870.0 734.3
R3 821.8 795.0 713.8
R2 746.8 746.8 706.8
R1 720.0 720.0 700.0 733.5
PP 671.8 671.8 671.8 678.5
S1 645.0 645.0 686.3 658.5
S2 596.8 596.8 679.3
S3 521.8 570.0 672.5
S4 446.8 495.0 651.8
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
5 773.7 623.7 150.0 21.6% 52.3 7.5% 46% False True 386,323
10 823.8 623.7 200.1 28.9% 38.0 5.5% 35% False True 294,881
20 843.9 623.7 220.2 31.8% 26.5 3.8% 32% False True 217,659
40 860.0 623.7 236.3 34.1% 21.3 3.1% 29% False True 189,049
60 860.0 623.7 236.3 34.1% 18.0 2.6% 29% False True 135,311
80 863.0 623.7 239.3 34.5% 15.5 2.2% 29% False True 101,493
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 6.7
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 1,017.5
2.618 895.0
1.618 820.0
1.000 773.8
0.618 745.0
HIGH 698.8
0.618 670.0
0.500 661.3
0.382 652.3
LOW 623.8
0.618 577.3
1.000 548.8
1.618 502.3
2.618 427.3
4.250 305.0
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 682.5 689.3
PP 671.8 685.3
S1 661.3 681.5

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

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