ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 642.6 674.6 32.0 5.0% 698.8
High 677.6 687.5 9.9 1.5% 709.5
Low 642.6 671.1 28.5 4.4% 645.7
Close 678.7 685.2 6.5 1.0% 650.8
Range 35.0 16.4 -18.6 -53.1% 63.8
ATR 24.6 24.0 -0.6 -2.4% 0.0
Volume 214 818 604 282.2% 229
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 730.5 724.3 694.3
R3 714.0 707.8 689.8
R2 697.8 697.8 688.3
R1 691.5 691.5 686.8 694.5
PP 681.3 681.3 681.3 682.8
S1 675.0 675.0 683.8 678.3
S2 664.8 664.8 682.3
S3 648.5 658.8 680.8
S4 632.0 642.3 676.3
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
5 695.2 642.6 52.6 7.7% 25.5 3.7% 81% False False 250
10 709.5 642.6 66.9 9.8% 22.3 3.2% 64% False False 150
20 803.8 622.6 181.2 26.4% 28.5 4.1% 35% False False 121
40 854.2 622.6 231.6 33.8% 15.0 2.2% 27% False False 68
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 2.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 757.3
2.618 730.5
1.618 714.0
1.000 704.0
0.618 697.8
HIGH 687.5
0.618 681.3
0.500 679.3
0.382 677.3
LOW 671.0
0.618 661.0
1.000 654.8
1.618 644.5
2.618 628.3
4.250 601.5
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 683.3 678.5
PP 681.3 671.8
S1 679.3 665.0

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

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