ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 721.8 688.5 -33.3 -4.6% 803.0
High 735.1 700.2 -34.9 -4.7% 803.3
Low 697.3 641.0 -56.3 -8.1% 697.3
Close 710.2 642.1 -68.1 -9.6% 710.2
Range 37.8 59.2 21.4 56.6% 106.0
ATR 16.5 20.3 3.8 22.7% 0.0
Volume 82 265 183 223.2% 348
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 838.8 799.5 674.8
R3 779.5 740.5 658.5
R2 720.3 720.3 653.0
R1 681.3 681.3 647.5 671.3
PP 661.0 661.0 661.0 656.0
S1 622.0 622.0 636.8 612.0
S2 602.0 602.0 631.3
S3 542.8 562.8 625.8
S4 483.5 503.5 609.5
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,055.0 988.5 768.5
R3 949.0 882.5 739.3
R2 843.0 843.0 729.8
R1 776.5 776.5 720.0 756.8
PP 737.0 737.0 737.0 727.0
S1 670.5 670.5 700.5 650.8
S2 631.0 631.0 690.8
S3 525.0 564.5 681.0
S4 419.0 458.5 652.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 790.0 641.0 149.0 23.2% 38.5 6.0% 1% False True 113
10 825.5 641.0 184.5 28.7% 26.5 4.1% 1% False True 66
20 836.9 641.0 195.9 30.5% 13.8 2.1% 1% False True 39
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 5.2
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 951.8
2.618 855.3
1.618 796.0
1.000 759.5
0.618 736.8
HIGH 700.3
0.618 677.5
0.500 670.5
0.382 663.5
LOW 641.0
0.618 604.5
1.000 581.8
1.618 545.3
2.618 486.0
4.250 389.5
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 670.5 705.5
PP 661.0 684.5
S1 651.5 663.3

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

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