ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 790.5 775.8 -14.7 -1.9% 805.5
High 791.1 784.8 -6.3 -0.8% 806.0
Low 773.0 768.4 -4.6 -0.6% 772.5
Close 776.9 779.2 2.3 0.3% 776.0
Range 18.1 16.4 -1.7 -9.4% 33.5
ATR 13.2 13.4 0.2 1.7% 0.0
Volume 256,983 222,111 -34,872 -13.6% 318,744
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 826.8 819.3 788.3
R3 810.3 803.0 783.8
R2 793.8 793.8 782.3
R1 786.5 786.5 780.8 790.3
PP 777.5 777.5 777.5 779.3
S1 770.3 770.3 777.8 773.8
S2 761.0 761.0 776.3
S3 744.8 753.8 774.8
S4 728.3 737.3 770.3
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
5 792.9 768.4 24.5 3.1% 16.5 2.1% 44% False True 224,942
10 819.8 768.4 51.4 6.6% 14.5 1.9% 21% False True 126,508
20 848.7 768.4 80.3 10.3% 13.5 1.7% 13% False True 63,424
40 863.0 768.4 94.6 12.1% 10.8 1.4% 11% False True 31,746
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 2.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 854.5
2.618 827.8
1.618 811.3
1.000 801.3
0.618 795.0
HIGH 784.8
0.618 778.5
0.500 776.5
0.382 774.8
LOW 768.5
0.618 758.3
1.000 752.0
1.618 741.8
2.618 725.5
4.250 698.8
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 778.3 780.8
PP 777.5 780.3
S1 776.5 779.8

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

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