ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 819.8 805.5 -14.3 -1.7% 834.0
High 819.8 806.0 -13.8 -1.7% 848.7
Low 803.1 791.8 -11.3 -1.4% 803.1
Close 804.4 793.5 -10.9 -1.4% 804.4
Range 16.7 14.2 -2.5 -15.0% 45.6
ATR 12.1 12.2 0.2 1.3% 0.0
Volume 1,525 579 -946 -62.0% 3,885
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 839.8 830.8 801.3
R3 825.5 816.5 797.5
R2 811.3 811.3 796.0
R1 802.5 802.5 794.8 799.8
PP 797.0 797.0 797.0 795.8
S1 788.3 788.3 792.3 785.5
S2 783.0 783.0 791.0
S3 768.8 774.0 789.5
S4 754.5 759.8 785.8
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 955.5 925.5 829.5
R3 910.0 880.0 817.0
R2 864.3 864.3 812.8
R1 834.3 834.3 808.5 826.5
PP 818.8 818.8 818.8 814.8
S1 788.8 788.8 800.3 781.0
S2 773.3 773.3 796.0
S3 727.5 743.3 791.8
S4 682.0 697.5 779.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 848.7 791.8 56.9 7.2% 17.0 2.1% 3% False True 787
10 848.7 791.8 56.9 7.2% 13.8 1.7% 3% False True 548
20 852.3 791.8 60.5 7.6% 12.8 1.6% 3% False True 308
40 863.0 791.8 71.2 9.0% 8.3 1.1% 2% False True 175
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 866.3
2.618 843.3
1.618 829.0
1.000 820.3
0.618 814.8
HIGH 806.0
0.618 800.5
0.500 799.0
0.382 797.3
LOW 791.8
0.618 783.0
1.000 777.5
1.618 768.8
2.618 754.5
4.250 731.5
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 799.0 807.0
PP 797.0 802.5
S1 795.3 798.0

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

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