ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 698.8 704.4 5.6 0.8% 688.5
High 709.5 704.4 -5.1 -0.7% 700.2
Low 697.2 700.5 3.3 0.5% 622.6
Close 710.3 702.7 -7.6 -1.1% 693.6
Range 12.3 3.9 -8.4 -68.3% 77.6
ATR 24.9 23.9 -1.1 -4.3% 0.0
Volume 54 10 -44 -81.5% 703
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 714.3 712.3 704.8
R3 710.3 708.5 703.8
R2 706.5 706.5 703.5
R1 704.5 704.5 703.0 703.5
PP 702.5 702.5 702.5 702.0
S1 700.8 700.8 702.3 699.8
S2 698.8 698.8 702.0
S3 694.8 696.8 701.8
S4 690.8 692.8 700.5
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
5 709.5 648.4 61.1 8.7% 23.0 3.3% 89% False False 70
10 770.2 622.6 147.6 21.0% 35.0 5.0% 54% False False 101
20 836.9 622.6 214.3 30.5% 22.8 3.2% 37% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.7
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 721.0
2.618 714.5
1.618 710.8
1.000 708.3
0.618 706.8
HIGH 704.5
0.618 703.0
0.500 702.5
0.382 702.0
LOW 700.5
0.618 698.0
1.000 696.5
1.618 694.3
2.618 690.3
4.250 684.0
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 702.5 700.3
PP 702.5 697.8
S1 702.5 695.3

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

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