ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 704.4 704.9 0.5 0.1% 688.5
High 704.4 704.9 0.5 0.1% 700.2
Low 700.5 693.5 -7.0 -1.0% 622.6
Close 702.7 699.2 -3.5 -0.5% 693.6
Range 3.9 11.4 7.5 192.3% 77.6
ATR 23.9 23.0 -0.9 -3.7% 0.0
Volume 10 35 25 250.0% 703
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 733.5 727.8 705.5
R3 722.0 716.3 702.3
R2 710.5 710.5 701.3
R1 705.0 705.0 700.3 702.0
PP 699.3 699.3 699.3 697.8
S1 693.5 693.5 698.3 690.8
S2 687.8 687.8 697.0
S3 676.5 682.0 696.0
S4 665.0 670.8 693.0
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% 18.8 2.7% 83% False False 51
10 770.2 622.6 147.6 21.1% 34.0 4.9% 52% False False 96
20 836.9 622.6 214.3 30.6% 23.5 3.3% 36% False False 64
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 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 753.3
2.618 734.8
1.618 723.3
1.000 716.3
0.618 712.0
HIGH 705.0
0.618 700.5
0.500 699.3
0.382 697.8
LOW 693.5
0.618 686.5
1.000 682.0
1.618 675.0
2.618 663.8
4.250 645.0
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 699.3 701.5
PP 699.3 700.8
S1 699.3 700.0

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

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