ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 684.4 671.3 -13.1 -1.9% 645.3
High 696.5 686.6 -9.9 -1.4% 696.5
Low 670.0 661.3 -8.7 -1.3% 642.6
Close 671.2 686.5 15.3 2.3% 686.5
Range 26.5 25.3 -1.2 -4.5% 53.9
ATR 24.2 24.3 0.1 0.3% 0.0
Volume 96 96 0 0.0% 1,312
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 754.0 745.5 700.5
R3 728.8 720.3 693.5
R2 703.5 703.5 691.3
R1 695.0 695.0 688.8 699.3
PP 678.3 678.3 678.3 680.3
S1 669.8 669.8 684.3 674.0
S2 652.8 652.8 681.8
S3 627.5 644.3 679.5
S4 602.3 619.0 672.5
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 837.0 815.5 716.3
R3 783.0 761.8 701.3
R2 729.0 729.0 696.5
R1 707.8 707.8 691.5 718.5
PP 675.3 675.3 675.3 680.5
S1 654.0 654.0 681.5 664.5
S2 621.3 621.3 676.5
S3 567.5 600.0 671.8
S4 513.5 546.0 656.8
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 7.9% 25.0 3.7% 81% False False 262
10 709.5 642.6 66.9 9.7% 20.8 3.0% 66% False False 154
20 803.3 622.6 180.7 26.3% 29.8 4.3% 35% False False 129
40 854.2 622.6 231.6 33.7% 16.3 2.4% 28% False False 72
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 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 794.0
2.618 752.8
1.618 727.5
1.000 712.0
0.618 702.3
HIGH 686.5
0.618 677.0
0.500 674.0
0.382 671.0
LOW 661.3
0.618 645.8
1.000 636.0
1.618 620.3
2.618 595.0
4.250 553.8
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 682.3 684.0
PP 678.3 681.5
S1 674.0 679.0

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

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