ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 816.1 819.0 2.9 0.4% 774.8
High 823.6 827.1 3.5 0.4% 807.1
Low 810.8 817.8 7.0 0.9% 770.7
Close 818.9 825.4 6.5 0.8% 794.3
Range 12.8 9.3 -3.5 -27.3% 36.4
ATR 14.7 14.4 -0.4 -2.6% 0.0
Volume 157,209 126,249 -30,960 -19.7% 741,593
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 851.3 847.8 830.5
R3 842.0 838.3 828.0
R2 832.8 832.8 827.0
R1 829.0 829.0 826.3 831.0
PP 823.5 823.5 823.5 824.3
S1 819.8 819.8 824.5 821.5
S2 814.3 814.3 823.8
S3 804.8 810.5 822.8
S4 795.5 801.3 820.3
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 900.0 883.5 814.3
R3 863.5 847.0 804.3
R2 827.0 827.0 801.0
R1 810.8 810.8 797.8 819.0
PP 790.8 790.8 790.8 794.8
S1 774.3 774.3 791.0 782.5
S2 754.3 754.3 787.8
S3 718.0 738.0 784.3
S4 681.5 701.5 774.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.1 789.2 37.9 4.6% 13.8 1.7% 96% True False 137,498
10 827.1 770.7 56.4 6.8% 15.5 1.9% 97% True False 147,618
20 827.1 768.4 58.7 7.1% 15.0 1.8% 97% True False 137,063
40 852.3 768.4 83.9 10.2% 13.5 1.6% 68% False False 68,642
60 863.0 768.4 94.6 11.5% 10.0 1.2% 60% False False 45,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.6
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 866.5
2.618 851.5
1.618 842.3
1.000 836.5
0.618 832.8
HIGH 827.0
0.618 823.5
0.500 822.5
0.382 821.3
LOW 817.8
0.618 812.0
1.000 808.5
1.618 802.8
2.618 793.5
4.250 778.3
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 824.5 821.3
PP 823.5 817.3
S1 822.5 813.0

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

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