ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 690.9 721.2 30.3 4.4% 649.9
High 724.3 731.6 7.3 1.0% 701.8
Low 687.5 710.3 22.8 3.3% 644.3
Close 722.1 722.1 0.0 0.0% 689.8
Range 36.8 21.3 -15.5 -42.1% 57.5
ATR 30.5 29.9 -0.7 -2.2% 0.0
Volume 132,297 162,263 29,966 22.7% 1,013,056
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 785.3 775.0 733.8
R3 764.0 753.8 728.0
R2 742.8 742.8 726.0
R1 732.3 732.3 724.0 737.5
PP 721.3 721.3 721.3 724.0
S1 711.0 711.0 720.3 716.3
S2 700.0 700.0 718.3
S3 678.8 689.8 716.3
S4 657.5 668.5 710.5
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
5 731.6 659.1 72.5 10.0% 29.3 4.0% 87% True False 179,334
10 731.6 644.3 87.3 12.1% 29.5 4.1% 89% True False 199,874
20 773.7 623.7 150.0 20.8% 36.0 5.0% 66% False False 260,570
40 860.0 623.7 236.3 32.7% 26.8 3.7% 42% False False 209,992
60 860.0 623.7 236.3 32.7% 22.8 3.2% 42% False False 189,873
80 860.0 623.7 236.3 32.7% 20.3 2.8% 42% False False 142,482
100 863.0 623.7 239.3 33.1% 17.0 2.4% 41% False False 113,994
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 822.0
2.618 787.3
1.618 766.0
1.000 753.0
0.618 744.8
HIGH 731.5
0.618 723.5
0.500 721.0
0.382 718.5
LOW 710.3
0.618 697.3
1.000 689.0
1.618 675.8
2.618 654.5
4.250 619.8
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 721.8 713.3
PP 721.3 704.3
S1 721.0 695.3

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

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