ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 695.6 661.7 -33.9 -4.9% 805.5
High 696.6 703.0 6.4 0.9% 808.8
Low 657.2 648.3 -8.9 -1.4% 695.3
Close 660.7 690.3 29.6 4.5% 713.5
Range 39.4 54.7 15.3 38.8% 113.5
ATR 30.2 31.9 1.8 5.8% 0.0
Volume 405,279 311,294 -93,985 -23.2% 1,426,180
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 844.8 822.3 720.5
R3 790.0 767.5 705.3
R2 735.3 735.3 700.3
R1 712.8 712.8 695.3 724.0
PP 680.5 680.5 680.5 686.3
S1 658.0 658.0 685.3 669.3
S2 625.8 625.8 680.3
S3 571.3 603.3 675.3
S4 516.5 548.8 660.3
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
5 739.3 623.7 115.6 16.7% 56.0 8.1% 58% False False 402,446
10 808.8 623.7 185.1 26.8% 43.5 6.3% 36% False False 330,434
20 843.4 623.7 219.7 31.8% 29.3 4.2% 30% False False 234,213
40 860.0 623.7 236.3 34.2% 22.5 3.3% 28% False False 194,707
60 860.0 623.7 236.3 34.2% 19.3 2.8% 28% False False 147,253
80 863.0 623.7 239.3 34.7% 16.5 2.4% 28% False False 110,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 935.5
2.618 846.3
1.618 791.5
1.000 757.8
0.618 736.8
HIGH 703.0
0.618 682.0
0.500 675.8
0.382 669.3
LOW 648.3
0.618 614.5
1.000 593.5
1.618 559.8
2.618 505.0
4.250 415.8
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 685.5 681.3
PP 680.5 672.3
S1 675.8 663.3

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

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