ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 836.8 828.9 -7.9 -0.9% 806.8
High 836.9 832.5 -4.4 -0.5% 836.9
Low 836.8 828.9 -7.9 -0.9% 806.8
Close 835.4 827.5 -7.9 -0.9% 835.4
Range 0.1 3.6 3.5 3,500.0% 30.1
ATR 8.1 8.0 -0.1 -1.4% 0.0
Volume 43 4 -39 -90.7% 91
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 840.5 837.5 829.5
R3 836.8 834.0 828.5
R2 833.3 833.3 828.3
R1 830.3 830.3 827.8 830.0
PP 829.8 829.8 829.8 829.5
S1 826.8 826.8 827.3 826.5
S2 826.0 826.0 826.8
S3 822.5 823.3 826.5
S4 818.8 819.5 825.5
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
5 836.9 823.0 13.9 1.7% 1.3 0.1% 32% False False 18
10 836.9 806.8 30.1 3.6% 1.0 0.1% 69% False False 12
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 0.1
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 847.8
2.618 842.0
1.618 838.3
1.000 836.0
0.618 834.8
HIGH 832.5
0.618 831.0
0.500 830.8
0.382 830.3
LOW 829.0
0.618 826.8
1.000 825.3
1.618 823.0
2.618 819.5
4.250 813.5
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 830.8 833.0
PP 829.8 831.0
S1 828.5 829.3

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

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