ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 836.0 836.8 0.8 0.1% 806.8
High 836.5 836.9 0.4 0.0% 836.9
Low 834.3 836.8 2.5 0.3% 806.8
Close 837.1 835.4 -1.7 -0.2% 835.4
Range 2.2 0.1 -2.1 -95.5% 30.1
ATR 8.7 8.1 -0.6 -6.9% 0.0
Volume 43 43 0 0.0% 91
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 836.8 836.3 835.5
R3 836.5 836.0 835.5
R2 836.5 836.5 835.5
R1 836.0 836.0 835.5 836.3
PP 836.3 836.3 836.3 836.5
S1 835.8 835.8 835.5 836.0
S2 836.3 836.3 835.5
S3 836.3 835.8 835.3
S4 836.0 835.8 835.3
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 916.8 906.3 852.0
R3 886.5 876.0 843.8
R2 856.5 856.5 841.0
R1 846.0 846.0 838.3 851.3
PP 826.3 826.3 826.3 829.0
S1 815.8 815.8 832.8 821.0
S2 796.3 796.3 830.0
S3 766.3 785.8 827.0
S4 736.0 755.8 818.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 836.9 806.8 30.1 3.6% 0.5 0.1% 95% True False 18
10 836.9 806.8 30.1 3.6% 0.8 0.1% 95% True False 13
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 True
Stretch 0.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 837.3
2.618 837.3
1.618 837.0
1.000 837.0
0.618 837.0
HIGH 837.0
0.618 836.8
0.500 836.8
0.382 836.8
LOW 836.8
0.618 836.8
1.000 836.8
1.618 836.8
2.618 836.5
4.250 836.5
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 836.8 833.5
PP 836.3 831.8
S1 836.0 830.0

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

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