ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 791.1 778.6 -12.5 -1.6% 809.0
High 792.0 785.8 -6.2 -0.8% 810.0
Low 775.9 773.1 -2.8 -0.4% 775.9
Close 779.4 777.4 -2.0 -0.3% 779.4
Range 16.1 12.7 -3.4 -21.1% 34.1
ATR 15.0 14.8 -0.2 -1.1% 0.0
Volume 105,525 120,073 14,548 13.8% 764,975
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 816.8 809.8 784.5
R3 804.3 797.3 781.0
R2 791.5 791.5 779.8
R1 784.5 784.5 778.5 781.5
PP 778.8 778.8 778.8 777.3
S1 771.8 771.8 776.3 769.0
S2 766.0 766.0 775.0
S3 753.3 759.0 774.0
S4 740.8 746.3 770.5
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 890.8 869.3 798.3
R3 856.8 835.0 788.8
R2 822.5 822.5 785.8
R1 801.0 801.0 782.5 794.8
PP 788.5 788.5 788.5 785.3
S1 766.8 766.8 776.3 760.5
S2 754.3 754.3 773.3
S3 720.3 732.8 770.0
S4 686.3 698.8 760.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 803.6 773.1 30.5 3.9% 12.3 1.6% 14% False True 145,261
10 852.0 773.1 78.9 10.1% 14.8 1.9% 5% False True 156,455
20 852.0 773.1 78.9 10.1% 14.8 1.9% 5% False True 149,701
40 872.0 773.1 98.9 12.7% 15.3 2.0% 4% False True 137,236
60 872.0 773.1 98.9 12.7% 14.3 1.8% 4% False True 130,238
80 872.0 770.2 101.8 13.1% 14.8 1.9% 7% False False 114,620
100 872.0 764.8 107.2 13.8% 13.3 1.7% 12% False False 91,725
120 872.0 764.8 107.2 13.8% 12.0 1.5% 12% False False 76,450
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 839.8
2.618 819.0
1.618 806.3
1.000 798.5
0.618 793.8
HIGH 785.8
0.618 781.0
0.500 779.5
0.382 778.0
LOW 773.0
0.618 765.3
1.000 760.5
1.618 752.5
2.618 739.8
4.250 719.0
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 779.5 785.0
PP 778.8 782.5
S1 778.0 780.0

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

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