ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 825.0 823.0 -2.0 -0.2% 827.5
High 825.0 823.0 -2.0 -0.2% 835.0
Low 825.0 823.0 -2.0 -0.2% 818.9
Close 826.8 826.2 -0.6 -0.1% 825.1
Range
ATR 8.9 8.5 -0.4 -4.1% 0.0
Volume 1 2 1 100.0% 41
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 824.0 825.3 826.3
R3 824.0 825.3 826.3
R2 824.0 824.0 826.3
R1 825.3 825.3 826.3 824.5
PP 824.0 824.0 824.0 823.8
S1 825.3 825.3 826.3 824.5
S2 824.0 824.0 826.3
S3 824.0 825.3 826.3
S4 824.0 825.3 826.3
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 874.8 866.0 834.0
R3 858.5 849.8 829.5
R2 842.5 842.5 828.0
R1 833.8 833.8 826.5 830.0
PP 826.3 826.3 826.3 824.5
S1 817.8 817.8 823.5 814.0
S2 810.3 810.3 822.3
S3 794.3 801.5 820.8
S4 778.0 785.5 816.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 825.1 806.8 18.3 2.2% 0.0 0.0% 106% False False 1
10 854.2 806.8 47.4 5.7% 0.5 0.1% 41% False False 14
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 823.0
2.618 823.0
1.618 823.0
1.000 823.0
0.618 823.0
HIGH 823.0
0.618 823.0
0.500 823.0
0.382 823.0
LOW 823.0
0.618 823.0
1.000 823.0
1.618 823.0
2.618 823.0
4.250 823.0
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 825.3 822.8
PP 824.0 819.3
S1 823.0 816.0

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

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