ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 830.4 826.0 -4.4 -0.5% 825.6
High 832.1 828.0 -4.1 -0.5% 832.1
Low 830.4 822.3 -8.1 -1.0% 810.2
Close 831.8 822.3 -9.5 -1.1% 822.3
Range 1.7 5.7 4.0 235.3% 21.9
ATR 9.8 9.8 0.0 -0.2% 0.0
Volume 504 6 -498 -98.8% 581
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 841.3 837.5 825.5
R3 835.5 831.8 823.8
R2 830.0 830.0 823.3
R1 826.0 826.0 822.8 825.3
PP 824.3 824.3 824.3 823.8
S1 820.5 820.5 821.8 819.5
S2 818.5 818.5 821.3
S3 812.8 814.8 820.8
S4 807.0 809.0 819.3
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 887.3 876.8 834.3
R3 865.3 854.8 828.3
R2 843.5 843.5 826.3
R1 832.8 832.8 824.3 827.3
PP 821.5 821.5 821.5 818.8
S1 811.0 811.0 820.3 805.3
S2 799.8 799.8 818.3
S3 777.8 789.0 816.3
S4 755.8 767.3 810.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.1 810.2 21.9 2.7% 8.0 1.0% 55% False False 116
10 852.3 810.2 42.1 5.1% 11.5 1.4% 29% False False 70
20 863.0 810.2 52.8 6.4% 8.5 1.0% 23% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 852.3
2.618 843.0
1.618 837.3
1.000 833.8
0.618 831.5
HIGH 828.0
0.618 825.8
0.500 825.3
0.382 824.5
LOW 822.3
0.618 818.8
1.000 816.5
1.618 813.0
2.618 807.5
4.250 798.0
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 825.3 825.0
PP 824.3 824.3
S1 823.3 823.3

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

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