ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 847.4 832.3 -15.1 -1.8% 839.5
High 850.6 836.7 -13.9 -1.6% 860.0
Low 829.9 815.4 -14.5 -1.7% 834.5
Close 832.4 828.1 -4.3 -0.5% 851.5
Range 20.7 21.3 0.6 2.9% 25.5
ATR 14.7 15.1 0.5 3.2% 0.0
Volume 161,487 179,791 18,304 11.3% 547,110
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 890.8 880.8 839.8
R3 869.3 859.3 834.0
R2 848.0 848.0 832.0
R1 838.0 838.0 830.0 832.5
PP 826.8 826.8 826.8 824.0
S1 816.8 816.8 826.3 811.0
S2 805.5 805.5 824.3
S3 784.3 795.5 822.3
S4 762.8 774.3 816.5
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 925.3 913.8 865.5
R3 899.8 888.3 858.5
R2 874.3 874.3 856.3
R1 862.8 862.8 853.8 868.5
PP 848.8 848.8 848.8 851.5
S1 837.3 837.3 849.3 843.0
S2 823.3 823.3 846.8
S3 797.8 811.8 844.5
S4 772.3 786.3 837.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 860.0 815.4 44.6 5.4% 17.0 2.0% 28% False True 153,341
10 860.0 799.0 61.0 7.4% 14.8 1.8% 48% False False 144,642
20 860.0 768.4 91.6 11.1% 15.8 1.9% 65% False False 160,440
40 860.0 768.4 91.6 11.1% 13.8 1.7% 65% False False 94,137
60 863.0 768.4 94.6 11.4% 11.8 1.4% 63% False False 62,771
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 3.3
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 927.3
2.618 892.5
1.618 871.3
1.000 858.0
0.618 849.8
HIGH 836.8
0.618 828.5
0.500 826.0
0.382 823.5
LOW 815.5
0.618 802.3
1.000 794.0
1.618 781.0
2.618 759.8
4.250 725.0
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 827.5 837.8
PP 826.8 834.5
S1 826.0 831.3

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

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