ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 645.3 642.6 -2.7 -0.4% 698.8
High 664.9 677.6 12.7 1.9% 709.5
Low 642.8 642.6 -0.2 0.0% 645.7
Close 646.6 678.7 32.1 5.0% 650.8
Range 22.1 35.0 12.9 58.4% 63.8
ATR 23.8 24.6 0.8 3.4% 0.0
Volume 88 214 126 143.2% 229
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 771.3 760.0 698.0
R3 736.3 725.0 688.3
R2 701.3 701.3 685.0
R1 690.0 690.0 682.0 695.8
PP 666.3 666.3 666.3 669.0
S1 655.0 655.0 675.5 660.8
S2 631.3 631.3 672.3
S3 596.3 620.0 669.0
S4 561.3 585.0 659.5
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
5 704.9 642.6 62.3 9.2% 24.5 3.6% 58% False True 93
10 709.5 642.6 66.9 9.9% 23.8 3.5% 54% False True 81
20 812.2 622.6 189.6 27.9% 28.5 4.2% 30% False False 81
40 854.2 622.6 231.6 34.1% 14.8 2.2% 24% False False 48
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 1.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 826.3
2.618 769.3
1.618 734.3
1.000 712.5
0.618 699.3
HIGH 677.5
0.618 664.3
0.500 660.0
0.382 656.0
LOW 642.5
0.618 621.0
1.000 607.5
1.618 586.0
2.618 551.0
4.250 493.8
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 672.5 672.5
PP 666.3 666.3
S1 660.0 660.0

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

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