ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 781.9 761.4 -20.5 -2.6% 828.9
High 790.0 768.1 -21.9 -2.8% 832.5
Low 761.0 747.5 -13.5 -1.8% 780.7
Close 760.5 765.6 5.1 0.7% 792.2
Range 29.0 20.6 -8.4 -29.0% 51.8
ATR 11.9 12.5 0.6 5.2% 0.0
Volume 53 86 33 62.3% 57
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 822.3 814.5 777.0
R3 801.5 794.0 771.3
R2 781.0 781.0 769.5
R1 773.3 773.3 767.5 777.3
PP 760.5 760.5 760.5 762.3
S1 752.8 752.8 763.8 756.5
S2 739.8 739.8 761.8
S3 719.3 732.0 760.0
S4 698.5 711.5 754.3
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
5 803.8 747.5 56.3 7.4% 20.0 2.6% 32% False True 42
10 836.9 747.5 89.4 11.7% 12.8 1.7% 20% False True 32
20 854.2 747.5 106.7 13.9% 6.8 0.9% 17% False True 23
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 2.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 855.8
2.618 822.0
1.618 801.5
1.000 788.8
0.618 780.8
HIGH 768.0
0.618 760.3
0.500 757.8
0.382 755.3
LOW 747.5
0.618 734.8
1.000 727.0
1.618 714.3
2.618 693.5
4.250 660.0
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 763.0 775.5
PP 760.5 772.3
S1 757.8 768.8

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

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