ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 812.2 795.9 -16.3 -2.0% 806.8
High 812.2 803.8 -8.4 -1.0% 836.9
Low 795.1 792.4 -2.7 -0.3% 806.8
Close 794.5 793.9 -0.6 -0.1% 835.4
Range 17.1 11.4 -5.7 -33.3% 30.1
ATR 9.0 9.2 0.2 1.9% 0.0
Volume 14 14 0 0.0% 91
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 831.0 823.8 800.3
R3 819.5 812.5 797.0
R2 808.0 808.0 796.0
R1 801.0 801.0 795.0 798.8
PP 796.8 796.8 796.8 795.5
S1 789.5 789.5 792.8 787.5
S2 785.3 785.3 791.8
S3 774.0 778.3 790.8
S4 762.5 766.8 787.8
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
5 836.9 792.4 44.5 5.6% 7.5 0.9% 3% False True 17
10 836.9 792.4 44.5 5.6% 4.0 0.5% 3% False True 13
20 854.2 792.4 61.8 7.8% 2.3 0.3% 2% False True 14
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 False
Stretch 0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 852.3
2.618 833.8
1.618 822.3
1.000 815.3
0.618 810.8
HIGH 803.8
0.618 799.5
0.500 798.0
0.382 796.8
LOW 792.5
0.618 785.3
1.000 781.0
1.618 774.0
2.618 762.5
4.250 744.0
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 798.0 809.0
PP 796.8 804.0
S1 795.3 799.0

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

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