ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 30-May-2011
Day Change Summary
Previous Current
27-May-2011 30-May-2011 Change Change % Previous Week
Open 831.0 834.0 3.0 0.4% 822.1
High 835.6 834.0 -1.6 -0.2% 835.6
Low 828.0 834.0 6.0 0.7% 799.4
Close 833.4 833.4 0.0 0.0% 833.4
Range 7.6 0.0 -7.6 -100.0% 36.2
ATR 10.8 10.1 -0.7 -6.7% 0.0
Volume 314 526 212 67.5% 1,033
Daily Pivots for day following 30-May-2011
Classic Woodie Camarilla DeMark
R4 833.8 833.5 833.5
R3 833.8 833.5 833.5
R2 833.8 833.8 833.5
R1 833.5 833.5 833.5 833.8
PP 833.8 833.8 833.8 833.8
S1 833.5 833.5 833.5 833.8
S2 833.8 833.8 833.5
S3 833.8 833.5 833.5
S4 833.8 833.5 833.5
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 931.5 918.5 853.3
R3 895.3 882.5 843.3
R2 859.0 859.0 840.0
R1 846.3 846.3 836.8 852.5
PP 822.8 822.8 822.8 826.0
S1 810.0 810.0 830.0 816.5
S2 786.5 786.5 826.8
S3 750.5 773.8 823.5
S4 714.3 737.5 813.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 835.6 799.4 36.2 4.3% 10.5 1.3% 94% False False 309
10 835.6 799.4 36.2 4.3% 9.3 1.1% 94% False False 212
20 852.3 799.4 52.9 6.3% 10.5 1.3% 64% False False 143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 834.0
2.618 834.0
1.618 834.0
1.000 834.0
0.618 834.0
HIGH 834.0
0.618 834.0
0.500 834.0
0.382 834.0
LOW 834.0
0.618 834.0
1.000 834.0
1.618 834.0
2.618 834.0
4.250 834.0
Fisher Pivots for day following 30-May-2011
Pivot 1 day 3 day
R1 834.0 830.5
PP 833.8 827.5
S1 833.5 824.5

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

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