ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 695.2 656.3 -38.9 -5.6% 698.8
High 695.2 660.1 -35.1 -5.0% 709.5
Low 655.0 645.7 -9.3 -1.4% 645.7
Close 662.5 650.8 -11.7 -1.8% 650.8
Range 40.2 14.4 -25.8 -64.2% 63.8
ATR 24.5 23.9 -0.5 -2.2% 0.0
Volume 65 65 0 0.0% 229
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 695.5 687.5 658.8
R3 681.0 673.0 654.8
R2 666.5 666.5 653.5
R1 658.8 658.8 652.0 655.5
PP 652.3 652.3 652.3 650.5
S1 644.3 644.3 649.5 641.0
S2 637.8 637.8 648.3
S3 623.5 630.0 646.8
S4 609.0 615.5 643.0
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 860.0 819.3 686.0
R3 796.3 755.5 668.3
R2 732.5 732.5 662.5
R1 691.8 691.8 656.8 680.3
PP 668.8 668.8 668.8 663.0
S1 627.8 627.8 645.0 616.3
S2 604.8 604.8 639.0
S3 541.0 564.0 633.3
S4 477.3 500.3 615.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 709.5 645.7 63.8 9.8% 16.5 2.5% 8% False True 45
10 709.5 622.6 86.9 13.4% 31.3 4.8% 32% False False 93
20 832.5 622.6 209.9 32.3% 26.0 4.0% 13% False False 66
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 721.3
2.618 697.8
1.618 683.5
1.000 674.5
0.618 669.0
HIGH 660.0
0.618 654.5
0.500 653.0
0.382 651.3
LOW 645.8
0.618 636.8
1.000 631.3
1.618 622.5
2.618 608.0
4.250 584.5
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 653.0 675.3
PP 652.3 667.3
S1 651.5 659.0

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

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