ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 649.9 649.1 -0.8 -0.1% 699.8
High 670.6 682.9 12.3 1.8% 717.1
Low 644.3 646.8 2.5 0.4% 647.5
Close 649.9 682.0 32.1 4.9% 653.4
Range 26.3 36.1 9.8 37.3% 69.6
ATR 29.7 30.2 0.5 1.5% 0.0
Volume 192,583 218,360 25,777 13.4% 1,054,356
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 778.8 766.5 701.8
R3 742.8 730.5 692.0
R2 706.8 706.8 688.5
R1 694.3 694.3 685.3 700.5
PP 670.5 670.5 670.5 673.8
S1 658.3 658.3 678.8 664.5
S2 634.5 634.5 675.5
S3 598.3 622.3 672.0
S4 562.3 586.0 662.3
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 10.2% 30.0 4.4% 54% False False 220,414
10 717.1 644.3 72.8 10.7% 31.3 4.6% 52% False False 238,311
20 823.8 623.7 200.1 29.3% 34.8 5.1% 29% False False 266,596
40 860.0 623.7 236.3 34.6% 24.8 3.6% 25% False False 204,568
60 860.0 623.7 236.3 34.6% 21.8 3.2% 25% False False 174,994
80 860.0 623.7 236.3 34.6% 19.0 2.8% 25% False False 131,281
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 6.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 836.3
2.618 777.5
1.618 741.3
1.000 719.0
0.618 705.3
HIGH 683.0
0.618 669.0
0.500 664.8
0.382 660.5
LOW 646.8
0.618 624.5
1.000 610.8
1.618 588.5
2.618 552.3
4.250 493.5
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 676.3 675.8
PP 670.5 669.8
S1 664.8 663.5

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

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