ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 825.5 812.2 -13.3 -1.6% 806.8
High 825.5 812.2 -13.3 -1.6% 836.9
Low 820.8 795.1 -25.7 -3.1% 806.8
Close 818.8 794.5 -24.3 -3.0% 835.4
Range 4.7 17.1 12.4 263.8% 30.1
ATR 7.9 9.0 1.1 14.4% 0.0
Volume 11 14 3 27.3% 91
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 852.0 840.3 804.0
R3 834.8 823.3 799.3
R2 817.8 817.8 797.8
R1 806.0 806.0 796.0 803.3
PP 800.5 800.5 800.5 799.3
S1 789.0 789.0 793.0 786.3
S2 783.5 783.5 791.3
S3 766.5 772.0 789.8
S4 749.3 754.8 785.0
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
5 836.9 795.1 41.8 5.3% 5.5 0.7% -1% False True 23
10 836.9 795.1 41.8 5.3% 2.8 0.3% -1% False True 12
20 854.2 795.1 59.1 7.4% 1.8 0.2% -1% False True 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 22 trading days
Fibonacci Retracements and Extensions
4.250 885.0
2.618 857.0
1.618 839.8
1.000 829.3
0.618 822.8
HIGH 812.3
0.618 805.8
0.500 803.8
0.382 801.8
LOW 795.0
0.618 784.5
1.000 778.0
1.618 767.5
2.618 750.3
4.250 722.5
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 803.8 813.8
PP 800.5 807.3
S1 797.5 801.0

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

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