ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 661.7 689.5 27.8 4.2% 700.0
High 703.0 704.7 1.7 0.2% 707.6
Low 648.3 675.0 26.7 4.1% 623.7
Close 690.3 696.9 6.6 1.0% 696.9
Range 54.7 29.7 -25.0 -45.7% 83.9
ATR 31.9 31.8 -0.2 -0.5% 0.0
Volume 311,294 201,247 -110,047 -35.4% 1,862,461
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 781.3 768.8 713.3
R3 751.5 739.0 705.0
R2 722.0 722.0 702.3
R1 709.5 709.5 699.5 715.8
PP 692.3 692.3 692.3 695.3
S1 679.8 679.8 694.3 686.0
S2 662.5 662.5 691.5
S3 632.8 650.0 688.8
S4 603.0 620.3 680.5
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 927.8 896.3 743.0
R3 843.8 812.3 720.0
R2 760.0 760.0 712.3
R1 728.5 728.5 704.5 702.3
PP 676.0 676.0 676.0 663.0
S1 644.5 644.5 689.3 618.3
S2 592.3 592.3 681.5
S3 508.3 560.8 673.8
S4 424.3 476.8 650.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 707.6 623.7 83.9 12.0% 53.3 7.6% 87% False False 372,492
10 808.8 623.7 185.1 26.6% 44.5 6.4% 40% False False 328,864
20 843.4 623.7 219.7 31.5% 30.3 4.4% 33% False False 236,735
40 860.0 623.7 236.3 33.9% 23.0 3.3% 31% False False 194,186
60 860.0 623.7 236.3 33.9% 19.8 2.8% 31% False False 150,598
80 863.0 623.7 239.3 34.3% 16.8 2.4% 31% False False 112,966
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 831.0
2.618 782.5
1.618 752.8
1.000 734.5
0.618 723.0
HIGH 704.8
0.618 693.3
0.500 689.8
0.382 686.3
LOW 675.0
0.618 656.8
1.000 645.3
1.618 627.0
2.618 597.3
4.250 548.8
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 694.5 690.0
PP 692.3 683.3
S1 689.8 676.5

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

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