ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 827.5 824.9 -2.6 -0.3% 833.5
High 828.3 824.9 -3.4 -0.4% 854.2
Low 827.5 824.9 -2.6 -0.3% 833.5
Close 829.2 824.9 -4.3 -0.5% 848.3
Range 0.8 0.0 -0.8 -100.0% 20.7
ATR
Volume 9 0 -9 -100.0% 105
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 825.0 825.0 825.0
R3 825.0 825.0 825.0
R2 825.0 825.0 825.0
R1 825.0 825.0 825.0 825.0
PP 825.0 825.0 825.0 825.0
S1 825.0 825.0 825.0 825.0
S2 825.0 825.0 825.0
S3 825.0 825.0 825.0
S4 825.0 825.0 825.0
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 907.5 898.5 859.8
R3 886.8 877.8 854.0
R2 866.0 866.0 852.0
R1 857.3 857.3 850.3 861.5
PP 845.3 845.3 845.3 847.5
S1 836.5 836.5 846.5 841.0
S2 824.8 824.8 844.5
S3 804.0 815.8 842.5
S4 783.3 795.0 837.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 854.2 824.9 29.3 3.6% 0.3 0.0% 0% False True 22
10 854.2 813.2 41.0 5.0% 0.5 0.1% 29% False False 16
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 825.0
2.618 825.0
1.618 825.0
1.000 825.0
0.618 825.0
HIGH 825.0
0.618 825.0
0.500 825.0
0.382 825.0
LOW 825.0
0.618 825.0
1.000 825.0
1.618 825.0
2.618 825.0
4.250 825.0
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 825.0 836.5
PP 825.0 832.8
S1 825.0 828.8

Download as Excel Spreadsheet

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

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