ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 795.9 789.0 -6.9 -0.9% 828.9
High 803.8 796.9 -6.9 -0.9% 832.5
Low 792.4 780.7 -11.7 -1.5% 780.7
Close 793.9 792.2 -1.7 -0.2% 792.2
Range 11.4 16.2 4.8 42.1% 51.8
ATR 9.2 9.7 0.5 5.5% 0.0
Volume 14 14 0 0.0% 57
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 838.5 831.5 801.0
R3 822.3 815.3 796.8
R2 806.3 806.3 795.3
R1 799.3 799.3 793.8 802.8
PP 790.0 790.0 790.0 791.8
S1 783.0 783.0 790.8 786.5
S2 773.8 773.8 789.3
S3 757.5 766.8 787.8
S4 741.3 750.5 783.3
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 957.3 926.5 820.8
R3 905.5 874.8 806.5
R2 853.5 853.5 801.8
R1 823.0 823.0 797.0 812.3
PP 801.8 801.8 801.8 796.5
S1 771.0 771.0 787.5 760.5
S2 750.0 750.0 782.8
S3 698.3 719.3 778.0
S4 646.5 667.5 763.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.5 780.7 51.8 6.5% 10.5 1.3% 22% False True 11
10 836.9 780.7 56.2 7.1% 5.5 0.7% 20% False True 14
20 854.2 780.7 73.5 9.3% 3.0 0.4% 16% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 865.8
2.618 839.3
1.618 823.0
1.000 813.0
0.618 807.0
HIGH 797.0
0.618 790.8
0.500 788.8
0.382 787.0
LOW 780.8
0.618 770.8
1.000 764.5
1.618 754.5
2.618 738.3
4.250 711.8
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 791.0 796.5
PP 790.0 795.0
S1 788.8 793.5

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

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