ICE Russell 2000 Mini Future June 2011


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Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 812.1 808.1 -4.0 -0.5% 828.7
High 818.9 822.3 3.4 0.4% 839.1
Low 807.5 800.5 -7.0 -0.9% 813.1
Close 809.2 818.2 9.0 1.1% 825.4
Range 11.4 21.8 10.4 91.2% 26.0
ATR 15.2 15.6 0.5 3.1% 0.0
Volume 141,780 143,375 1,595 1.1% 753,060
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 879.0 870.5 830.3
R3 857.3 848.8 824.3
R2 835.5 835.5 822.3
R1 826.8 826.8 820.3 831.3
PP 813.8 813.8 813.8 815.8
S1 805.0 805.0 816.3 809.3
S2 791.8 791.8 814.3
S3 770.0 783.3 812.3
S4 748.3 761.5 806.3
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 903.8 890.8 839.8
R3 877.8 864.8 832.5
R2 851.8 851.8 830.3
R1 838.8 838.8 827.8 832.3
PP 825.8 825.8 825.8 822.8
S1 812.8 812.8 823.0 806.3
S2 799.8 799.8 820.8
S3 773.8 786.8 818.3
S4 747.8 760.8 811.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 839.1 800.5 38.6 4.7% 15.0 1.8% 46% False True 138,677
10 852.1 800.5 51.6 6.3% 16.3 2.0% 34% False True 146,938
20 872.0 800.5 71.5 8.7% 16.5 2.0% 25% False True 141,418
40 872.0 800.5 71.5 8.7% 14.3 1.7% 25% False True 126,319
60 872.0 770.2 101.8 12.4% 15.0 1.8% 47% False False 122,312
80 872.0 770.2 101.8 12.4% 13.5 1.6% 47% False False 91,797
100 872.0 764.8 107.2 13.1% 12.3 1.5% 50% False False 73,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.1
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 915.0
2.618 879.3
1.618 857.5
1.000 844.0
0.618 835.8
HIGH 822.3
0.618 814.0
0.500 811.5
0.382 808.8
LOW 800.5
0.618 787.0
1.000 778.8
1.618 765.3
2.618 743.5
4.250 707.8
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 816.0 816.5
PP 813.8 814.8
S1 811.5 813.3

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

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