ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 717.9 719.8 1.9 0.3% 645.3
High 722.7 733.0 10.3 1.4% 696.5
Low 711.6 715.1 3.5 0.5% 642.6
Close 718.8 722.9 4.1 0.6% 686.5
Range 11.1 17.9 6.8 61.3% 53.9
ATR 23.9 23.5 -0.4 -1.8% 0.0
Volume 207 193 -14 -6.8% 1,312
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 777.3 768.0 732.8
R3 759.5 750.3 727.8
R2 741.5 741.5 726.3
R1 732.3 732.3 724.5 737.0
PP 723.8 723.8 723.8 726.0
S1 714.3 714.3 721.3 719.0
S2 705.8 705.8 719.5
S3 687.8 696.5 718.0
S4 670.0 678.5 713.0
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
5 733.0 661.3 71.7 9.9% 22.0 3.0% 86% True False 151
10 733.0 642.6 90.4 12.5% 23.8 3.3% 89% True False 200
20 770.2 622.6 147.6 20.4% 29.0 4.0% 68% False False 148
40 854.2 622.6 231.6 32.0% 17.8 2.5% 43% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 809.0
2.618 779.8
1.618 762.0
1.000 751.0
0.618 744.0
HIGH 733.0
0.618 726.3
0.500 724.0
0.382 722.0
LOW 715.0
0.618 704.0
1.000 697.3
1.618 686.3
2.618 668.3
4.250 639.0
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 724.0 719.3
PP 723.8 715.5
S1 723.3 712.0

Download as Excel Spreadsheet

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

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