ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 847.0 855.2 8.2 1.0% 817.4
High 852.0 857.4 5.4 0.6% 836.9
Low 846.3 854.6 8.3 1.0% 811.0
Close 853.6 856.6 3.0 0.4% 838.2
Range 5.7 2.8 -2.9 -50.9% 25.9
ATR 7.1 6.8 -0.2 -3.3% 0.0
Volume 11 8 -3 -27.3% 43
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 864.5 863.5 858.3
R3 861.8 860.5 857.3
R2 859.0 859.0 857.0
R1 857.8 857.8 856.8 858.5
PP 856.3 856.3 856.3 856.5
S1 855.0 855.0 856.3 855.5
S2 853.5 853.5 856.0
S3 850.5 852.3 855.8
S4 847.8 849.5 855.0
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 906.5 898.3 852.5
R3 880.5 872.3 845.3
R2 854.5 854.5 843.0
R1 846.5 846.5 840.5 850.5
PP 828.8 828.8 828.8 830.8
S1 820.5 820.5 835.8 824.5
S2 802.8 802.8 833.5
S3 777.0 794.5 831.0
S4 751.0 768.8 824.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 857.4 836.9 20.5 2.4% 2.3 0.3% 96% True False 6
10 857.4 811.0 46.4 5.4% 2.8 0.3% 98% True False 16
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 0.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 869.3
2.618 864.8
1.618 862.0
1.000 860.3
0.618 859.3
HIGH 857.5
0.618 856.3
0.500 856.0
0.382 855.8
LOW 854.5
0.618 852.8
1.000 851.8
1.618 850.0
2.618 847.3
4.250 842.8
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 856.5 855.0
PP 856.3 853.5
S1 856.0 851.8

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

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