ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 659.1 682.1 23.0 3.5% 690.9
High 678.4 705.9 27.5 4.1% 733.0
Low 654.8 681.7 26.9 4.1% 677.1
Close 675.6 704.8 29.2 4.3% 677.1
Range 23.6 24.2 0.6 2.5% 55.9
ATR 24.0 24.5 0.4 1.9% 0.0
Volume 1,942 16,230 14,288 735.7% 1,673
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 770.0 761.8 718.0
R3 745.8 737.5 711.5
R2 721.8 721.8 709.3
R1 713.3 713.3 707.0 717.5
PP 697.5 697.5 697.5 699.5
S1 689.0 689.0 702.5 693.3
S2 673.3 673.3 700.3
S3 649.0 664.8 698.3
S4 624.8 640.8 691.5
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 11.1% 22.5 3.2% 64% False False 3,894
10 733.0 654.8 78.2 11.1% 22.0 3.1% 64% False False 2,085
20 733.0 642.6 90.4 12.8% 23.0 3.3% 69% False False 1,083
40 836.9 622.6 214.3 30.4% 20.0 2.9% 38% False False 565
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 3 trading days
Fibonacci Retracements and Extensions
4.250 808.8
2.618 769.3
1.618 745.0
1.000 730.0
0.618 720.8
HIGH 706.0
0.618 696.8
0.500 693.8
0.382 691.0
LOW 681.8
0.618 666.8
1.000 657.5
1.618 642.5
2.618 618.3
4.250 578.8
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 701.3 696.8
PP 697.5 688.5
S1 693.8 680.3

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

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