ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 804.3 816.1 11.8 1.5% 774.8
High 816.9 823.6 6.7 0.8% 807.1
Low 799.0 810.8 11.8 1.5% 770.7
Close 815.8 818.9 3.1 0.4% 794.3
Range 17.9 12.8 -5.1 -28.5% 36.4
ATR 14.9 14.7 -0.1 -1.0% 0.0
Volume 142,711 157,209 14,498 10.2% 741,593
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 856.3 850.3 826.0
R3 843.3 837.5 822.5
R2 830.5 830.5 821.3
R1 824.8 824.8 820.0 827.8
PP 817.8 817.8 817.8 819.3
S1 812.0 812.0 817.8 814.8
S2 805.0 805.0 816.5
S3 792.3 799.3 815.5
S4 779.3 786.3 811.8
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 900.0 883.5 814.3
R3 863.5 847.0 804.3
R2 827.0 827.0 801.0
R1 810.8 810.8 797.8 819.0
PP 790.8 790.8 790.8 794.8
S1 774.3 774.3 791.0 782.5
S2 754.3 754.3 787.8
S3 718.0 738.0 784.3
S4 681.5 701.5 774.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 823.6 779.0 44.6 5.4% 16.5 2.0% 89% True False 156,509
10 823.6 768.4 55.2 6.7% 16.3 2.0% 91% True False 157,204
20 823.6 768.4 55.2 6.7% 15.0 1.8% 91% True False 130,773
40 852.3 768.4 83.9 10.2% 13.5 1.7% 60% False False 65,490
60 863.0 768.4 94.6 11.6% 10.0 1.2% 53% False False 43,669
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.2
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 878.0
2.618 857.0
1.618 844.3
1.000 836.5
0.618 831.5
HIGH 823.5
0.618 818.8
0.500 817.3
0.382 815.8
LOW 810.8
0.618 803.0
1.000 798.0
1.618 790.0
2.618 777.3
4.250 756.5
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 818.3 814.8
PP 817.8 810.5
S1 817.3 806.5

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

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