ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 681.1 698.8 17.7 2.6% 688.5
High 695.7 709.5 13.8 2.0% 700.2
Low 681.1 697.2 16.1 2.4% 622.6
Close 693.6 710.3 16.7 2.4% 693.6
Range 14.6 12.3 -2.3 -15.8% 77.6
ATR 25.6 24.9 -0.7 -2.7% 0.0
Volume 79 54 -25 -31.6% 703
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 742.5 738.8 717.0
R3 730.3 726.5 713.8
R2 718.0 718.0 712.5
R1 714.3 714.3 711.5 716.0
PP 705.8 705.8 705.8 706.5
S1 701.8 701.8 709.3 703.8
S2 693.3 693.3 708.0
S3 681.0 689.5 707.0
S4 668.8 677.3 703.5
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 905.0 876.8 736.3
R3 827.3 799.3 715.0
R2 749.8 749.8 707.8
R1 721.8 721.8 700.8 735.8
PP 672.3 672.3 672.3 679.3
S1 644.0 644.0 686.5 658.0
S2 594.5 594.5 679.3
S3 517.0 566.5 672.3
S4 439.3 488.8 651.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 709.5 622.6 86.9 12.2% 36.5 5.1% 101% True False 98
10 790.0 622.6 167.4 23.6% 37.5 5.3% 52% False False 106
20 836.9 622.6 214.3 30.2% 22.8 3.2% 41% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.5
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 761.8
2.618 741.8
1.618 729.5
1.000 721.8
0.618 717.0
HIGH 709.5
0.618 704.8
0.500 703.3
0.382 702.0
LOW 697.3
0.618 689.5
1.000 685.0
1.618 677.3
2.618 665.0
4.250 645.0
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 708.0 699.8
PP 705.8 689.5
S1 703.3 679.0

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

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