ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 775.2 775.5 0.3 0.0% 805.5
High 782.4 792.9 10.5 1.3% 806.0
Low 769.7 773.6 3.9 0.5% 772.5
Close 774.0 792.4 18.4 2.4% 776.0
Range 12.7 19.3 6.6 52.0% 33.5
ATR 12.2 12.7 0.5 4.1% 0.0
Volume 232,451 233,272 821 0.4% 318,744
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 844.3 837.5 803.0
R3 825.0 818.3 797.8
R2 805.5 805.5 796.0
R1 799.0 799.0 794.3 802.3
PP 786.3 786.3 786.3 788.0
S1 779.8 779.8 790.8 783.0
S2 767.0 767.0 788.8
S3 747.8 760.5 787.0
S4 728.5 741.0 781.8
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 885.3 864.3 794.5
R3 851.8 830.8 785.3
R2 818.3 818.3 782.3
R1 797.3 797.3 779.0 791.0
PP 784.8 784.8 784.8 781.8
S1 763.8 763.8 773.0 757.5
S2 751.3 751.3 769.8
S3 717.8 730.3 766.8
S4 684.3 696.8 757.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.7 769.7 25.0 3.2% 14.3 1.8% 91% False False 155,678
10 848.7 769.7 79.0 10.0% 15.3 1.9% 29% False False 78,782
20 848.7 769.7 79.0 10.0% 12.5 1.6% 29% False False 39,496
40 863.0 769.7 93.3 11.8% 10.0 1.3% 24% False False 19,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 875.0
2.618 843.5
1.618 824.3
1.000 812.3
0.618 804.8
HIGH 793.0
0.618 785.5
0.500 783.3
0.382 781.0
LOW 773.5
0.618 761.8
1.000 754.3
1.618 742.3
2.618 723.0
4.250 691.5
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 789.3 788.8
PP 786.3 785.0
S1 783.3 781.3

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

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