ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 704.0 700.8 -3.2 -0.5% 700.0
High 714.2 701.6 -12.6 -1.8% 707.6
Low 696.3 656.8 -39.5 -5.7% 623.7
Close 702.5 665.8 -36.7 -5.2% 696.9
Range 17.9 44.8 26.9 150.3% 83.9
ATR 29.2 30.4 1.2 4.0% 0.0
Volume 164,944 281,406 116,462 70.6% 1,862,461
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 809.3 782.3 690.5
R3 764.3 737.5 678.0
R2 719.5 719.5 674.0
R1 692.8 692.8 670.0 683.8
PP 674.8 674.8 674.8 670.3
S1 647.8 647.8 661.8 639.0
S2 630.0 630.0 657.5
S3 585.3 603.0 653.5
S4 540.3 558.3 641.3
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
5 717.1 656.8 60.3 9.1% 26.3 3.9% 15% False True 202,164
10 739.3 623.7 115.6 17.4% 41.3 6.2% 36% False False 302,305
20 843.4 623.7 219.7 33.0% 32.0 4.8% 19% False False 250,335
40 860.0 623.7 236.3 35.5% 23.8 3.6% 18% False False 200,241
60 860.0 623.7 236.3 35.5% 20.8 3.1% 18% False False 164,086
80 863.0 623.7 239.3 35.9% 18.0 2.7% 18% False False 123,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 892.0
2.618 819.0
1.618 774.0
1.000 746.5
0.618 729.3
HIGH 701.5
0.618 684.5
0.500 679.3
0.382 674.0
LOW 656.8
0.618 629.0
1.000 612.0
1.618 584.3
2.618 539.5
4.250 466.5
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 679.3 685.5
PP 674.8 679.0
S1 670.3 672.3

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

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