ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 761.4 770.2 8.8 1.2% 828.9
High 768.1 770.2 2.1 0.3% 832.5
Low 747.5 724.3 -23.2 -3.1% 780.7
Close 765.6 721.2 -44.4 -5.8% 792.2
Range 20.6 45.9 25.3 122.8% 51.8
ATR 12.5 14.9 2.4 19.0% 0.0
Volume 86 82 -4 -4.7% 57
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 876.3 844.8 746.5
R3 830.3 798.8 733.8
R2 784.5 784.5 729.5
R1 752.8 752.8 725.5 745.8
PP 738.5 738.5 738.5 735.0
S1 707.0 707.0 717.0 699.8
S2 692.8 692.8 712.8
S3 646.8 661.0 708.5
S4 600.8 615.3 696.0
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
5 803.3 724.3 79.0 11.0% 26.8 3.7% -4% False True 56
10 836.9 724.3 112.6 15.6% 17.0 2.4% -3% False True 36
20 848.3 724.3 124.0 17.2% 9.0 1.2% -3% False True 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 965.3
2.618 890.3
1.618 844.5
1.000 816.0
0.618 798.5
HIGH 770.3
0.618 752.8
0.500 747.3
0.382 741.8
LOW 724.3
0.618 696.0
1.000 678.5
1.618 650.0
2.618 604.3
4.250 529.3
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 747.3 757.3
PP 738.5 745.3
S1 730.0 733.3

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

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