ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 674.6 684.4 9.8 1.5% 698.8
High 687.5 696.5 9.0 1.3% 709.5
Low 671.1 670.0 -1.1 -0.2% 645.7
Close 685.2 671.2 -14.0 -2.0% 650.8
Range 16.4 26.5 10.1 61.6% 63.8
ATR 24.0 24.2 0.2 0.7% 0.0
Volume 818 96 -722 -88.3% 229
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 758.8 741.5 685.8
R3 732.3 715.0 678.5
R2 705.8 705.8 676.0
R1 688.5 688.5 673.8 683.8
PP 679.3 679.3 679.3 677.0
S1 662.0 662.0 668.8 657.3
S2 652.8 652.8 666.3
S3 626.3 635.5 664.0
S4 599.8 609.0 656.5
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
5 696.5 642.6 53.9 8.0% 23.0 3.4% 53% True False 256
10 709.5 642.6 66.9 10.0% 19.8 2.9% 43% False False 152
20 803.3 622.6 180.7 26.9% 29.3 4.3% 27% False False 125
40 854.2 622.6 231.6 34.5% 15.8 2.3% 21% False False 69
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 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 809.0
2.618 766.0
1.618 739.5
1.000 723.0
0.618 713.0
HIGH 696.5
0.618 686.5
0.500 683.3
0.382 680.0
LOW 670.0
0.618 653.5
1.000 643.5
1.618 627.0
2.618 600.5
4.250 557.5
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 683.3 670.8
PP 679.3 670.0
S1 675.3 669.5

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

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