ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 639.0 695.6 56.6 8.9% 805.5
High 698.7 696.6 -2.1 -0.3% 808.8
Low 623.7 657.2 33.5 5.4% 695.3
Close 693.1 660.7 -32.4 -4.7% 713.5
Range 75.0 39.4 -35.6 -47.5% 113.5
ATR 29.5 30.2 0.7 2.4% 0.0
Volume 470,607 405,279 -65,328 -13.9% 1,426,180
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 789.8 764.5 682.3
R3 750.3 725.3 671.5
R2 711.0 711.0 668.0
R1 685.8 685.8 664.3 678.8
PP 671.5 671.5 671.5 668.0
S1 646.5 646.5 657.0 639.3
S2 632.0 632.0 653.5
S3 592.8 607.0 649.8
S4 553.3 567.5 639.0
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 22.7% 55.3 8.4% 25% False False 409,901
10 808.8 623.7 185.1 28.0% 39.5 6.0% 20% False False 315,023
20 843.4 623.7 219.7 33.3% 27.8 4.2% 17% False False 229,644
40 860.0 623.7 236.3 35.8% 21.8 3.3% 16% False False 193,350
60 860.0 623.7 236.3 35.8% 18.5 2.8% 16% False False 142,065
80 863.0 623.7 239.3 36.2% 15.8 2.4% 15% False False 106,559
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 864.0
2.618 799.8
1.618 760.3
1.000 736.0
0.618 721.0
HIGH 696.5
0.618 681.5
0.500 677.0
0.382 672.3
LOW 657.3
0.618 632.8
1.000 617.8
1.618 593.5
2.618 554.0
4.250 489.8
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 677.0 665.8
PP 671.5 664.0
S1 666.0 662.3

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

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