ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 843.0 846.0 3.0 0.4% 822.4
High 849.7 849.0 -0.7 -0.1% 849.7
Low 841.6 843.6 2.0 0.2% 815.2
Close 845.5 847.7 2.2 0.3% 845.5
Range 8.1 5.4 -2.7 -33.3% 34.5
ATR 13.6 13.0 -0.6 -4.3% 0.0
Volume 105,524 84,888 -20,636 -19.6% 493,732
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 863.0 860.8 850.8
R3 857.5 855.3 849.3
R2 852.3 852.3 848.8
R1 850.0 850.0 848.3 851.0
PP 846.8 846.8 846.8 847.3
S1 844.5 844.5 847.3 845.8
S2 841.3 841.3 846.8
S3 836.0 839.3 846.3
S4 830.5 833.8 844.8
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 940.3 927.5 864.5
R3 905.8 893.0 855.0
R2 871.3 871.3 851.8
R1 858.5 858.5 848.8 864.8
PP 836.8 836.8 836.8 840.0
S1 824.0 824.0 842.3 830.3
S2 802.3 802.3 839.3
S3 767.8 789.5 836.0
S4 733.3 755.0 826.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 849.7 815.2 34.5 4.1% 9.3 1.1% 94% False False 98,362
10 849.7 795.8 53.9 6.4% 10.8 1.3% 96% False False 107,370
20 849.7 770.2 79.5 9.4% 14.5 1.7% 97% False False 133,855
40 849.7 770.2 79.5 9.4% 13.0 1.5% 97% False False 67,143
60 849.7 764.8 84.9 10.0% 11.3 1.3% 98% False False 44,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 872.0
2.618 863.3
1.618 857.8
1.000 854.5
0.618 852.3
HIGH 849.0
0.618 847.0
0.500 846.3
0.382 845.8
LOW 843.5
0.618 840.3
1.000 838.3
1.618 834.8
2.618 829.5
4.250 820.8
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 847.3 846.0
PP 846.8 844.5
S1 846.3 842.8

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

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