ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 719.8 717.2 -2.6 -0.4% 645.3
High 733.0 729.3 -3.7 -0.5% 696.5
Low 715.1 703.0 -12.1 -1.7% 642.6
Close 722.9 705.5 -17.4 -2.4% 686.5
Range 17.9 26.3 8.4 46.9% 53.9
ATR 23.5 23.7 0.2 0.8% 0.0
Volume 193 859 666 345.1% 1,312
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 791.5 774.8 720.0
R3 765.3 748.5 712.8
R2 739.0 739.0 710.3
R1 722.3 722.3 708.0 717.5
PP 712.5 712.5 712.5 710.3
S1 696.0 696.0 703.0 691.0
S2 686.3 686.3 700.8
S3 660.0 669.5 698.3
S4 633.8 643.3 691.0
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 10.2% 22.0 3.1% 62% False False 303
10 733.0 642.6 90.4 12.8% 22.5 3.2% 70% False False 280
20 735.1 622.6 112.5 15.9% 28.0 4.0% 74% False False 187
40 848.3 622.6 225.7 32.0% 18.5 2.6% 37% False False 105
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 5.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 841.0
2.618 798.3
1.618 771.8
1.000 755.5
0.618 745.5
HIGH 729.3
0.618 719.3
0.500 716.3
0.382 713.0
LOW 703.0
0.618 686.8
1.000 676.8
1.618 660.5
2.618 634.3
4.250 591.3
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 716.3 718.0
PP 712.5 713.8
S1 709.0 709.8

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

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