ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 700.8 661.2 -39.6 -5.7% 699.8
High 701.6 672.7 -28.9 -4.1% 717.1
Low 656.8 647.5 -9.3 -1.4% 647.5
Close 665.8 653.4 -12.4 -1.9% 653.4
Range 44.8 25.2 -19.6 -43.8% 69.6
ATR 30.4 30.0 -0.4 -1.2% 0.0
Volume 281,406 244,779 -36,627 -13.0% 1,054,356
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 733.5 718.8 667.3
R3 708.3 693.5 660.3
R2 683.0 683.0 658.0
R1 668.3 668.3 655.8 663.0
PP 657.8 657.8 657.8 655.3
S1 643.0 643.0 651.0 637.8
S2 632.8 632.8 648.8
S3 607.5 617.8 646.5
S4 582.3 592.8 639.5
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 881.5 837.0 691.8
R3 811.8 767.5 672.5
R2 742.3 742.3 666.3
R1 697.8 697.8 659.8 685.3
PP 672.8 672.8 672.8 666.5
S1 628.3 628.3 647.0 615.8
S2 603.0 603.0 640.8
S3 533.5 558.8 634.3
S4 463.8 489.0 615.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 717.1 647.5 69.6 10.7% 25.3 3.9% 8% False True 210,871
10 717.1 623.7 93.4 14.3% 39.3 6.0% 32% False False 291,681
20 836.6 623.7 212.9 32.6% 32.8 5.0% 14% False False 258,090
40 860.0 623.7 236.3 36.2% 24.0 3.7% 13% False False 200,827
60 860.0 623.7 236.3 36.2% 20.8 3.2% 13% False False 168,159
80 863.0 623.7 239.3 36.6% 18.3 2.8% 12% False False 126,145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 779.8
2.618 738.8
1.618 713.5
1.000 698.0
0.618 688.3
HIGH 672.8
0.618 663.0
0.500 660.0
0.382 657.3
LOW 647.5
0.618 632.0
1.000 622.3
1.618 606.8
2.618 581.5
4.250 540.5
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 660.0 680.8
PP 657.8 671.8
S1 655.8 662.5

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

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