ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 687.5 675.8 -11.7 -1.7% 649.9
High 701.8 692.0 -9.8 -1.4% 701.8
Low 671.1 659.1 -12.0 -1.8% 644.3
Close 674.5 689.8 15.3 2.3% 689.8
Range 30.7 32.9 2.2 7.2% 57.5
ATR 29.8 30.1 0.2 0.7% 0.0
Volume 208,106 218,350 10,244 4.9% 1,013,056
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 779.0 767.3 708.0
R3 746.0 734.5 698.8
R2 713.3 713.3 695.8
R1 701.5 701.5 692.8 707.3
PP 680.3 680.3 680.3 683.3
S1 668.5 668.5 686.8 674.5
S2 647.5 647.5 683.8
S3 614.5 635.8 680.8
S4 581.5 602.8 671.8
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 851.3 828.0 721.5
R3 793.8 770.5 705.5
R2 736.3 736.3 700.3
R1 713.0 713.0 695.0 724.5
PP 678.8 678.8 678.8 684.5
S1 655.5 655.5 684.5 667.0
S2 621.3 621.3 679.3
S3 563.8 598.0 674.0
S4 506.3 540.5 658.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 701.8 644.3 57.5 8.3% 30.0 4.4% 79% False False 202,611
10 717.1 644.3 72.8 10.6% 27.8 4.0% 63% False False 206,741
20 808.8 623.7 185.1 26.8% 36.0 5.2% 36% False False 267,802
40 860.0 623.7 236.3 34.3% 26.0 3.8% 28% False False 208,967
60 860.0 623.7 236.3 34.3% 22.3 3.2% 28% False False 184,999
80 860.0 623.7 236.3 34.3% 19.8 2.9% 28% False False 138,804
100 863.0 623.7 239.3 34.7% 16.5 2.4% 28% False False 111,048
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 7.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 831.8
2.618 778.3
1.618 745.3
1.000 725.0
0.618 712.3
HIGH 692.0
0.618 679.5
0.500 675.5
0.382 671.8
LOW 659.0
0.618 638.8
1.000 626.3
1.618 605.8
2.618 573.0
4.250 519.3
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 685.0 686.8
PP 680.3 683.5
S1 675.5 680.5

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

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