ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 835.0 818.9 -16.1 -1.9% 833.5
High 835.0 818.9 -16.1 -1.9% 854.2
Low 831.0 818.9 -12.1 -1.5% 833.5
Close 830.6 818.9 -11.7 -1.4% 848.3
Range 4.0 0.0 -4.0 -100.0% 20.7
ATR
Volume 32 0 -32 -100.0% 105
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 819.0 819.0 819.0
R3 819.0 819.0 819.0
R2 819.0 819.0 819.0
R1 819.0 819.0 819.0 819.0
PP 819.0 819.0 819.0 819.0
S1 819.0 819.0 819.0 819.0
S2 819.0 819.0 819.0
S3 819.0 819.0 819.0
S4 819.0 819.0 819.0
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
5 848.3 818.9 29.4 3.6% 1.0 0.1% 0% False True 8
10 854.2 818.9 35.3 4.3% 0.8 0.1% 0% False True 15
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
4.250 819.0
2.618 819.0
1.618 819.0
1.000 819.0
0.618 819.0
HIGH 819.0
0.618 819.0
0.500 819.0
0.382 819.0
LOW 819.0
0.618 819.0
1.000 819.0
1.618 819.0
2.618 819.0
4.250 819.0
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 819.0 827.0
PP 819.0 824.3
S1 819.0 821.5

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

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