ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 699.8 713.8 14.0 2.0% 700.0
High 717.1 713.8 -3.3 -0.5% 707.6
Low 696.7 695.3 -1.4 -0.2% 623.7
Close 713.6 706.0 -7.6 -1.1% 696.9
Range 20.4 18.5 -1.9 -9.3% 83.9
ATR 31.0 30.1 -0.9 -2.9% 0.0
Volume 154,983 208,244 53,261 34.4% 1,862,461
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 760.5 751.8 716.3
R3 742.0 733.3 711.0
R2 723.5 723.5 709.5
R1 714.8 714.8 707.8 710.0
PP 705.0 705.0 705.0 702.5
S1 696.3 696.3 704.3 691.5
S2 686.5 686.5 702.5
S3 668.0 677.8 701.0
S4 649.5 659.3 695.8
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
5 717.1 648.3 68.8 9.7% 32.5 4.6% 84% False False 256,209
10 773.7 623.7 150.0 21.2% 42.5 6.0% 55% False False 321,266
20 843.4 623.7 219.7 31.1% 30.5 4.3% 37% False False 241,684
40 860.0 623.7 236.3 33.5% 23.0 3.3% 35% False False 196,234
60 860.0 623.7 236.3 33.5% 20.3 2.9% 35% False False 156,652
80 863.0 623.7 239.3 33.9% 17.3 2.5% 34% False False 117,506
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 8.2
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 792.5
2.618 762.3
1.618 743.8
1.000 732.3
0.618 725.3
HIGH 713.8
0.618 706.8
0.500 704.5
0.382 702.3
LOW 695.3
0.618 683.8
1.000 676.8
1.618 665.3
2.618 646.8
4.250 616.8
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 705.5 702.8
PP 705.0 699.3
S1 704.5 696.0

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

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