ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 717.2 696.7 -20.5 -2.9% 690.9
High 729.3 697.8 -31.5 -4.3% 733.0
Low 703.0 677.1 -25.9 -3.7% 677.1
Close 705.5 677.1 -28.4 -4.0% 677.1
Range 26.3 20.7 -5.6 -21.3% 55.9
ATR 23.7 24.0 0.3 1.4% 0.0
Volume 859 250 -609 -70.9% 1,673
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 746.0 732.3 688.5
R3 725.5 711.5 682.8
R2 704.8 704.8 681.0
R1 691.0 691.0 679.0 687.5
PP 684.0 684.0 684.0 682.3
S1 670.3 670.3 675.3 666.8
S2 663.3 663.3 673.3
S3 642.5 649.5 671.5
S4 622.0 628.8 665.8
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 863.5 826.3 707.8
R3 807.5 770.3 692.5
R2 751.8 751.8 687.3
R1 714.3 714.3 682.3 705.0
PP 695.8 695.8 695.8 691.0
S1 658.5 658.5 672.0 649.3
S2 639.8 639.8 666.8
S3 584.0 602.5 661.8
S4 528.0 546.8 646.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 733.0 677.1 55.9 8.3% 21.0 3.1% 0% False True 334
10 733.0 642.6 90.4 13.4% 23.0 3.4% 38% False False 298
20 733.0 622.6 110.4 16.3% 27.0 4.0% 49% False False 195
40 836.9 622.6 214.3 31.6% 19.0 2.8% 25% False False 111
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 5.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 785.8
2.618 752.0
1.618 731.3
1.000 718.5
0.618 710.5
HIGH 697.8
0.618 690.0
0.500 687.5
0.382 685.0
LOW 677.0
0.618 664.3
1.000 656.5
1.618 643.5
2.618 623.0
4.250 589.0
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 687.5 705.0
PP 684.0 695.8
S1 680.5 686.5

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

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