ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 780.6 784.7 4.1 0.5% 778.6
High 788.5 792.2 3.7 0.5% 797.0
Low 772.2 779.4 7.2 0.9% 772.2
Close 782.6 787.6 5.0 0.6% 787.6
Range 16.3 12.8 -3.5 -21.5% 24.8
ATR 15.5 15.3 -0.2 -1.2% 0.0
Volume 55,859 1,947 -53,912 -96.5% 397,464
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 824.8 819.0 794.5
R3 812.0 806.3 791.0
R2 799.3 799.3 790.0
R1 793.5 793.5 788.8 796.3
PP 786.5 786.5 786.5 787.8
S1 780.5 780.5 786.5 783.5
S2 773.5 773.5 785.3
S3 760.8 767.8 784.0
S4 748.0 755.0 780.5
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 860.0 848.5 801.3
R3 835.3 823.8 794.5
R2 810.5 810.5 792.0
R1 799.0 799.0 789.8 804.8
PP 785.5 785.5 785.5 788.5
S1 774.3 774.3 785.3 780.0
S2 760.8 760.8 783.0
S3 736.0 749.5 780.8
S4 711.3 724.5 774.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 797.0 772.2 24.8 3.1% 15.8 2.0% 62% False False 79,492
10 810.0 772.2 37.8 4.8% 14.3 1.8% 41% False False 116,243
20 852.0 772.2 79.8 10.1% 15.3 1.9% 19% False False 133,052
40 872.0 772.2 99.8 12.7% 15.3 1.9% 15% False False 131,999
60 872.0 772.2 99.8 12.7% 14.3 1.8% 15% False False 126,692
80 872.0 770.2 101.8 12.9% 15.0 1.9% 17% False False 118,072
100 872.0 764.8 107.2 13.6% 13.8 1.7% 21% False False 94,496
120 872.0 764.8 107.2 13.6% 12.5 1.6% 21% False False 78,761
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 2.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 846.5
2.618 825.8
1.618 813.0
1.000 805.0
0.618 800.0
HIGH 792.3
0.618 787.3
0.500 785.8
0.382 784.3
LOW 779.5
0.618 771.5
1.000 766.5
1.618 758.8
2.618 746.0
4.250 725.0
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 787.0 786.0
PP 786.5 784.8
S1 785.8 783.3

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

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