ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 838.5 849.9 11.4 1.4% 824.6
High 850.4 852.0 1.6 0.2% 838.9
Low 837.3 819.6 -17.7 -2.1% 800.5
Close 847.8 820.1 -27.7 -3.3% 836.5
Range 13.1 32.4 19.3 147.3% 38.4
ATR 15.1 16.4 1.2 8.1% 0.0
Volume 158,923 184,881 25,958 16.3% 676,415
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 927.8 906.3 838.0
R3 895.3 874.0 829.0
R2 863.0 863.0 826.0
R1 841.5 841.5 823.0 836.0
PP 830.5 830.5 830.5 827.8
S1 809.3 809.3 817.3 803.8
S2 798.3 798.3 814.3
S3 765.8 776.8 811.3
S4 733.3 744.3 802.3
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 940.5 927.0 857.5
R3 902.0 888.5 847.0
R2 863.8 863.8 843.5
R1 850.0 850.0 840.0 857.0
PP 825.3 825.3 825.3 828.8
S1 811.8 811.8 833.0 818.5
S2 787.0 787.0 829.5
S3 748.5 773.3 826.0
S4 710.0 735.0 815.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.0 800.5 51.5 6.3% 18.5 2.3% 38% True False 150,177
10 852.0 800.5 51.5 6.3% 16.3 2.0% 38% True False 141,929
20 857.7 800.5 57.2 7.0% 17.0 2.1% 34% False False 149,199
40 872.0 800.5 71.5 8.7% 15.3 1.9% 27% False False 131,628
60 872.0 770.2 101.8 12.4% 15.0 1.8% 49% False False 132,370
80 872.0 770.2 101.8 12.4% 14.0 1.7% 49% False False 99,386
100 872.0 764.8 107.2 13.1% 12.8 1.6% 52% False False 79,524
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 3.1
Widest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 989.8
2.618 936.8
1.618 904.5
1.000 884.5
0.618 872.0
HIGH 852.0
0.618 839.5
0.500 835.8
0.382 832.0
LOW 819.5
0.618 799.5
1.000 787.3
1.618 767.3
2.618 734.8
4.250 682.0
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 835.8 835.8
PP 830.5 830.5
S1 825.3 825.3

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

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