ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 824.9 835.0 10.1 1.2% 833.5
High 824.9 835.0 10.1 1.2% 854.2
Low 824.9 831.0 6.1 0.7% 833.5
Close 824.9 830.6 5.7 0.7% 848.3
Range 0.0 4.0 4.0 20.7
ATR
Volume 0 32 32 105
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 844.3 841.5 832.8
R3 840.3 837.5 831.8
R2 836.3 836.3 831.3
R1 833.5 833.5 831.0 832.8
PP 832.3 832.3 832.3 832.0
S1 829.5 829.5 830.3 828.8
S2 828.3 828.3 829.8
S3 824.3 825.5 829.5
S4 820.3 821.5 828.5
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 3.5% 1.0 0.1% 19% False False 28
10 854.2 821.0 33.2 4.0% 0.8 0.1% 29% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 852.0
2.618 845.5
1.618 841.5
1.000 839.0
0.618 837.5
HIGH 835.0
0.618 833.5
0.500 833.0
0.382 832.5
LOW 831.0
0.618 828.5
1.000 827.0
1.618 824.5
2.618 820.5
4.250 814.0
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 833.0 830.5
PP 832.3 830.3
S1 831.5 830.0

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

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