ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 793.7 809.0 15.3 1.9% 764.8
High 796.5 809.0 12.5 1.6% 797.5
Low 790.0 802.2 12.2 1.5% 764.8
Close 795.7 803.4 7.7 1.0% 795.7
Range 6.5 6.8 0.3 4.6% 32.7
ATR 8.9 9.2 0.3 3.6% 0.0
Volume 19 283 264 1,389.5% 184
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 825.3 821.3 807.3
R3 818.5 814.3 805.3
R2 811.8 811.8 804.8
R1 807.5 807.5 804.0 806.3
PP 804.8 804.8 804.8 804.3
S1 800.8 800.8 802.8 799.5
S2 798.0 798.0 802.3
S3 791.3 794.0 801.5
S4 784.5 787.3 799.8
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 884.0 872.5 813.8
R3 851.5 840.0 804.8
R2 818.8 818.8 801.8
R1 807.3 807.3 798.8 813.0
PP 786.0 786.0 786.0 789.0
S1 774.5 774.5 792.8 780.3
S2 753.3 753.3 789.8
S3 720.5 741.8 786.8
S4 688.0 709.0 777.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.0 779.7 29.3 3.6% 8.3 1.0% 81% True False 90
10 809.0 764.8 44.2 5.5% 9.3 1.1% 87% True False 73
20 809.0 764.8 44.2 5.5% 7.5 0.9% 87% True False 78
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 0.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 838.0
2.618 826.8
1.618 820.0
1.000 815.8
0.618 813.3
HIGH 809.0
0.618 806.5
0.500 805.5
0.382 804.8
LOW 802.3
0.618 798.0
1.000 795.5
1.618 791.3
2.618 784.5
4.250 773.3
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 805.5 801.5
PP 804.8 799.5
S1 804.3 797.8

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

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