ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 818.0 830.4 12.4 1.5% 829.6
High 830.0 832.1 2.1 0.3% 852.3
Low 818.0 830.4 12.4 1.5% 827.2
Close 830.1 831.8 1.7 0.2% 829.6
Range 12.0 1.7 -10.3 -85.8% 25.1
ATR 10.4 9.8 -0.6 -5.8% 0.0
Volume 38 504 466 1,226.3% 120
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 836.5 835.8 832.8
R3 834.8 834.3 832.3
R2 833.3 833.3 832.0
R1 832.5 832.5 832.0 832.8
PP 831.5 831.5 831.5 831.5
S1 830.8 830.8 831.8 831.0
S2 829.8 829.8 831.5
S3 828.0 829.0 831.3
S4 826.3 827.3 830.8
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 911.8 895.8 843.5
R3 886.5 870.8 836.5
R2 861.5 861.5 834.3
R1 845.5 845.5 832.0 842.3
PP 836.3 836.3 836.3 834.8
S1 820.5 820.5 827.3 817.0
S2 811.3 811.3 825.0
S3 786.3 795.3 822.8
S4 761.0 770.3 815.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 845.0 810.2 34.8 4.2% 10.0 1.2% 62% False False 118
10 852.3 810.2 42.1 5.1% 11.8 1.4% 51% False False 104
20 863.0 810.2 52.8 6.3% 8.0 1.0% 41% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.0
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 839.3
2.618 836.5
1.618 834.8
1.000 833.8
0.618 833.3
HIGH 832.0
0.618 831.5
0.500 831.3
0.382 831.0
LOW 830.5
0.618 829.3
1.000 828.8
1.618 827.8
2.618 826.0
4.250 823.3
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 831.5 828.3
PP 831.5 824.8
S1 831.3 821.3

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

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