ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 828.9 825.5 -3.4 -0.4% 806.8
High 832.5 825.5 -7.0 -0.8% 836.9
Low 828.9 820.8 -8.1 -1.0% 806.8
Close 827.5 818.8 -8.7 -1.1% 835.4
Range 3.6 4.7 1.1 30.6% 30.1
ATR 8.0 7.9 -0.1 -1.1% 0.0
Volume 4 11 7 175.0% 91
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 835.8 832.0 821.5
R3 831.0 827.3 820.0
R2 826.5 826.5 819.8
R1 822.5 822.5 819.3 822.3
PP 821.8 821.8 821.8 821.5
S1 818.0 818.0 818.3 817.5
S2 817.0 817.0 818.0
S3 812.3 813.3 817.5
S4 807.5 808.5 816.3
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
5 836.9 820.8 16.1 2.0% 2.0 0.3% -12% False True 20
10 836.9 806.8 30.1 3.7% 1.5 0.2% 40% False False 13
20 854.2 806.8 47.4 5.8% 1.0 0.1% 25% False False 15
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 20 trading days
Fibonacci Retracements and Extensions
4.250 845.5
2.618 837.8
1.618 833.0
1.000 830.3
0.618 828.5
HIGH 825.5
0.618 823.8
0.500 823.3
0.382 822.5
LOW 820.8
0.618 818.0
1.000 816.0
1.618 813.3
2.618 808.5
4.250 800.8
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 823.3 828.8
PP 821.8 825.5
S1 820.3 822.3

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

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