ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 721.2 721.3 0.1 0.0% 649.9
High 731.6 738.0 6.4 0.9% 701.8
Low 710.3 717.8 7.5 1.1% 644.3
Close 722.1 726.2 4.1 0.6% 689.8
Range 21.3 20.2 -1.1 -5.2% 57.5
ATR 29.9 29.2 -0.7 -2.3% 0.0
Volume 162,263 180,501 18,238 11.2% 1,013,056
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 788.0 777.3 737.3
R3 767.8 757.0 731.8
R2 747.5 747.5 730.0
R1 736.8 736.8 728.0 742.3
PP 727.3 727.3 727.3 730.0
S1 716.8 716.8 724.3 722.0
S2 707.3 707.3 722.5
S3 687.0 696.5 720.8
S4 666.8 676.3 715.0
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
5 738.0 659.1 78.9 10.9% 28.5 3.9% 85% True False 180,303
10 738.0 644.3 93.7 12.9% 29.8 4.1% 87% True False 201,430
20 773.7 623.7 150.0 20.7% 35.8 4.9% 68% False False 255,226
40 860.0 623.7 236.3 32.5% 27.0 3.7% 43% False False 211,208
60 860.0 623.7 236.3 32.5% 23.0 3.2% 43% False False 192,790
80 860.0 623.7 236.3 32.5% 20.3 2.8% 43% False False 144,738
100 863.0 623.7 239.3 33.0% 17.3 2.4% 43% False False 115,799
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 7.7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 823.8
2.618 791.0
1.618 770.8
1.000 758.3
0.618 750.5
HIGH 738.0
0.618 730.3
0.500 728.0
0.382 725.5
LOW 717.8
0.618 705.3
1.000 697.5
1.618 685.0
2.618 665.0
4.250 632.0
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 728.0 721.8
PP 727.3 717.3
S1 726.8 712.8

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

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