ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 661.2 649.9 -11.3 -1.7% 699.8
High 672.7 670.6 -2.1 -0.3% 717.1
Low 647.5 644.3 -3.2 -0.5% 647.5
Close 653.4 649.9 -3.5 -0.5% 653.4
Range 25.2 26.3 1.1 4.4% 69.6
ATR 30.0 29.7 -0.3 -0.9% 0.0
Volume 244,779 192,583 -52,196 -21.3% 1,054,356
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 733.8 718.3 664.3
R3 707.5 691.8 657.3
R2 681.3 681.3 654.8
R1 665.5 665.5 652.3 663.0
PP 655.0 655.0 655.0 653.8
S1 639.3 639.3 647.5 636.8
S2 628.8 628.8 645.0
S3 602.3 613.0 642.8
S4 576.0 586.8 635.5
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
5 714.2 644.3 69.9 10.8% 26.5 4.1% 8% False True 218,391
10 717.1 623.7 93.4 14.4% 35.3 5.4% 28% False False 263,536
20 835.9 623.7 212.2 32.7% 33.8 5.2% 12% False False 261,908
40 860.0 623.7 236.3 36.4% 24.3 3.7% 11% False False 202,741
60 860.0 623.7 236.3 36.4% 21.3 3.3% 11% False False 171,363
80 863.0 623.7 239.3 36.8% 18.8 2.9% 11% False False 128,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 782.5
2.618 739.5
1.618 713.3
1.000 697.0
0.618 686.8
HIGH 670.5
0.618 660.5
0.500 657.5
0.382 654.3
LOW 644.3
0.618 628.0
1.000 618.0
1.618 601.8
2.618 575.5
4.250 532.5
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 657.5 673.0
PP 655.0 665.3
S1 652.5 657.5

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

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