ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
30-May-2011 31-May-2011 Change Change % Previous Week
Open 834.0 839.0 5.0 0.6% 822.1
High 834.0 846.3 12.3 1.5% 835.6
Low 834.0 834.6 0.6 0.1% 799.4
Close 833.4 844.6 11.2 1.3% 833.4
Range 0.0 11.7 11.7 36.2
ATR 10.1 10.3 0.2 2.0% 0.0
Volume 526 5 -521 -99.0% 1,033
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 877.0 872.5 851.0
R3 865.3 860.8 847.8
R2 853.5 853.5 846.8
R1 849.0 849.0 845.8 851.3
PP 841.8 841.8 841.8 843.0
S1 837.3 837.3 843.5 839.5
S2 830.3 830.3 842.5
S3 818.5 825.8 841.5
S4 806.8 814.0 838.3
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
5 846.3 799.4 46.9 5.6% 10.8 1.3% 96% True False 307
10 846.3 799.4 46.9 5.6% 9.8 1.1% 96% True False 211
20 852.3 799.4 52.9 6.3% 10.5 1.3% 85% False False 143
40 863.0 799.4 63.6 7.5% 7.0 0.8% 71% False False 82
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 1.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 896.0
2.618 877.0
1.618 865.3
1.000 858.0
0.618 853.5
HIGH 846.3
0.618 841.8
0.500 840.5
0.382 839.0
LOW 834.5
0.618 827.3
1.000 823.0
1.618 815.8
2.618 804.0
4.250 785.0
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 843.3 842.0
PP 841.8 839.8
S1 840.5 837.3

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

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