ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 803.0 781.9 -21.1 -2.6% 828.9
High 803.3 790.0 -13.3 -1.7% 832.5
Low 780.7 761.0 -19.7 -2.5% 780.7
Close 786.9 760.5 -26.4 -3.4% 792.2
Range 22.6 29.0 6.4 28.3% 51.8
ATR 10.6 11.9 1.3 12.4% 0.0
Volume 45 53 8 17.8% 57
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 857.5 838.0 776.5
R3 828.5 809.0 768.5
R2 799.5 799.5 765.8
R1 780.0 780.0 763.3 775.3
PP 770.5 770.5 770.5 768.0
S1 751.0 751.0 757.8 746.3
S2 741.5 741.5 755.3
S3 712.5 722.0 752.5
S4 683.5 693.0 744.5
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
5 812.2 761.0 51.2 6.7% 19.3 2.5% -1% False True 28
10 836.9 761.0 75.9 10.0% 10.8 1.4% -1% False True 24
20 854.2 761.0 93.2 12.3% 5.5 0.7% -1% False True 19
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 2.0
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 913.3
2.618 866.0
1.618 837.0
1.000 819.0
0.618 808.0
HIGH 790.0
0.618 779.0
0.500 775.5
0.382 772.0
LOW 761.0
0.618 743.0
1.000 732.0
1.618 714.0
2.618 685.0
4.250 637.8
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 775.5 782.3
PP 770.5 775.0
S1 765.5 767.8

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

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