ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 696.7 659.1 -37.6 -5.4% 690.9
High 697.8 678.4 -19.4 -2.8% 733.0
Low 677.1 654.8 -22.3 -3.3% 677.1
Close 677.1 675.6 -1.5 -0.2% 677.1
Range 20.7 23.6 2.9 14.0% 55.9
ATR 24.0 24.0 0.0 -0.1% 0.0
Volume 250 1,942 1,692 676.8% 1,673
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 740.5 731.5 688.5
R3 716.8 708.0 682.0
R2 693.3 693.3 680.0
R1 684.5 684.5 677.8 688.8
PP 669.5 669.5 669.5 671.8
S1 660.8 660.8 673.5 665.3
S2 646.0 646.0 671.3
S3 622.5 637.3 669.0
S4 598.8 613.5 662.5
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
5 733.0 654.8 78.2 11.6% 20.0 2.9% 27% False True 690
10 733.0 642.6 90.4 13.4% 23.3 3.4% 37% False False 483
20 733.0 622.6 110.4 16.3% 25.3 3.7% 48% False False 279
40 836.9 622.6 214.3 31.7% 19.5 2.9% 25% False False 159
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 5.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 778.8
2.618 740.3
1.618 716.5
1.000 702.0
0.618 693.0
HIGH 678.5
0.618 669.5
0.500 666.5
0.382 663.8
LOW 654.8
0.618 640.3
1.000 631.3
1.618 616.5
2.618 593.0
4.250 554.5
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 672.5 692.0
PP 669.5 686.5
S1 666.5 681.0

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

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