ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 721.3 726.2 4.9 0.7% 649.9
High 738.0 735.1 -2.9 -0.4% 701.8
Low 717.8 705.6 -12.2 -1.7% 644.3
Close 726.2 708.9 -17.3 -2.4% 689.8
Range 20.2 29.5 9.3 46.0% 57.5
ATR 29.2 29.2 0.0 0.1% 0.0
Volume 180,501 188,482 7,981 4.4% 1,013,056
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 805.0 786.5 725.0
R3 775.5 757.0 717.0
R2 746.0 746.0 714.3
R1 727.5 727.5 711.5 722.0
PP 716.5 716.5 716.5 713.8
S1 698.0 698.0 706.3 692.5
S2 687.0 687.0 703.5
S3 657.5 668.5 700.8
S4 628.0 639.0 692.8
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
5 738.0 659.1 78.9 11.1% 28.3 4.0% 63% False False 176,378
10 738.0 644.3 93.7 13.2% 28.3 4.0% 69% False False 192,137
20 739.3 623.7 115.6 16.3% 34.8 4.9% 74% False False 247,221
40 860.0 623.7 236.3 33.3% 27.5 3.9% 36% False False 212,505
60 860.0 623.7 236.3 33.3% 23.3 3.3% 36% False False 195,442
80 860.0 623.7 236.3 33.3% 20.5 2.9% 36% False False 147,093
100 863.0 623.7 239.3 33.8% 17.5 2.5% 36% False False 117,683
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 8.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 860.5
2.618 812.3
1.618 782.8
1.000 764.5
0.618 753.3
HIGH 735.0
0.618 723.8
0.500 720.3
0.382 716.8
LOW 705.5
0.618 687.3
1.000 676.0
1.618 657.8
2.618 628.3
4.250 580.3
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 720.3 721.8
PP 716.5 717.5
S1 712.8 713.3

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

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