ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 682.1 706.0 23.9 3.5% 690.9
High 705.9 709.2 3.3 0.5% 733.0
Low 681.7 686.8 5.1 0.7% 677.1
Close 704.8 692.4 -12.4 -1.8% 677.1
Range 24.2 22.4 -1.8 -7.4% 55.9
ATR 24.5 24.3 -0.1 -0.6% 0.0
Volume 16,230 111,763 95,533 588.6% 1,673
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 763.3 750.3 704.8
R3 741.0 727.8 698.5
R2 718.5 718.5 696.5
R1 705.5 705.5 694.5 700.8
PP 696.3 696.3 696.3 693.8
S1 683.0 683.0 690.3 678.5
S2 673.8 673.8 688.3
S3 651.3 660.8 686.3
S4 629.0 638.3 680.0
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
5 729.3 654.8 74.5 10.8% 23.5 3.4% 50% False False 26,208
10 733.0 654.8 78.2 11.3% 22.8 3.3% 48% False False 13,180
20 733.0 642.6 90.4 13.1% 22.5 3.2% 55% False False 6,665
40 836.9 622.6 214.3 31.0% 20.5 3.0% 33% False False 3,358
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 True
Stretch 5.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 804.5
2.618 767.8
1.618 745.5
1.000 731.5
0.618 723.0
HIGH 709.3
0.618 700.8
0.500 698.0
0.382 695.3
LOW 686.8
0.618 673.0
1.000 664.5
1.618 650.5
2.618 628.3
4.250 591.5
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 698.0 689.0
PP 696.3 685.5
S1 694.3 682.0

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

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