ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 692.5 658.7 -33.8 -4.9% 803.0
High 692.5 699.4 6.9 1.0% 803.3
Low 659.9 648.4 -11.5 -1.7% 697.3
Close 657.4 687.0 29.6 4.5% 710.2
Range 32.6 51.0 18.4 56.4% 106.0
ATR 24.6 26.5 1.9 7.7% 0.0
Volume 128 79 -49 -38.3% 348
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 831.3 810.3 715.0
R3 780.3 759.3 701.0
R2 729.3 729.3 696.3
R1 708.3 708.3 691.8 718.8
PP 678.3 678.3 678.3 683.5
S1 657.3 657.3 682.3 667.8
S2 627.3 627.3 677.8
S3 576.3 606.3 673.0
S4 525.3 555.3 659.0
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
5 735.1 622.6 112.5 16.4% 50.5 7.4% 57% False False 141
10 803.3 622.6 180.7 26.3% 38.8 5.6% 36% False False 98
20 836.9 622.6 214.3 31.2% 21.3 3.1% 30% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 916.3
2.618 833.0
1.618 782.0
1.000 750.5
0.618 731.0
HIGH 699.5
0.618 680.0
0.500 674.0
0.382 668.0
LOW 648.5
0.618 617.0
1.000 597.5
1.618 566.0
2.618 515.0
4.250 431.8
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 682.8 678.3
PP 678.3 669.8
S1 674.0 661.0

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

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