ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 784.0 788.0 4.0 0.5% 786.9
High 788.8 789.2 0.4 0.1% 787.9
Low 784.0 783.9 -0.1 0.0% 784.6
Close 789.6 788.4 -1.2 -0.2% 779.8
Range 4.8 5.3 0.5 10.4% 3.3
ATR
Volume 2 33 31 1,550.0% 393
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 803.0 801.0 791.3
R3 797.8 795.8 789.8
R2 792.5 792.5 789.3
R1 790.5 790.5 789.0 791.5
PP 787.3 787.3 787.3 787.8
S1 785.3 785.3 788.0 786.3
S2 781.8 781.8 787.5
S3 776.5 779.8 787.0
S4 771.3 774.5 785.5
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 794.0 790.3 781.5
R3 790.8 787.0 780.8
R2 787.5 787.5 780.5
R1 783.5 783.5 780.0 783.8
PP 784.0 784.0 784.0 784.3
S1 780.3 780.3 779.5 780.5
S2 780.8 780.8 779.3
S3 777.5 777.0 779.0
S4 774.3 773.8 778.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 796.9 778.3 18.6 2.4% 5.8 0.7% 54% False False 95
10 796.9 778.3 18.6 2.4% 3.5 0.4% 54% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 811.8
2.618 803.0
1.618 797.8
1.000 794.5
0.618 792.5
HIGH 789.3
0.618 787.3
0.500 786.5
0.382 786.0
LOW 784.0
0.618 780.5
1.000 778.5
1.618 775.3
2.618 770.0
4.250 761.5
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 787.8 786.8
PP 787.3 785.3
S1 786.5 783.8

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

View Archives - Comment on this page... - Back to Index of Symbols