ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 822.3 828.0 5.7 0.7% 847.4
High 829.2 828.5 -0.7 -0.1% 850.6
Low 820.5 808.6 -11.9 -1.5% 815.4
Close 828.3 814.4 -13.9 -1.7% 828.3
Range 8.7 19.9 11.2 128.7% 35.2
ATR 15.2 15.5 0.3 2.2% 0.0
Volume 150,804 122,838 -27,966 -18.5% 877,576
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 876.8 865.5 825.3
R3 857.0 845.8 819.8
R2 837.0 837.0 818.0
R1 825.8 825.8 816.3 821.5
PP 817.3 817.3 817.3 815.0
S1 805.8 805.8 812.5 801.5
S2 797.3 797.3 810.8
S3 777.3 786.0 809.0
S4 757.5 766.0 803.5
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 937.0 917.8 847.8
R3 901.8 882.8 838.0
R2 866.8 866.8 834.8
R1 847.5 847.5 831.5 839.5
PP 831.5 831.5 831.5 827.5
S1 812.3 812.3 825.0 804.3
S2 796.3 796.3 821.8
S3 761.0 777.0 818.5
S4 725.8 741.8 809.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 843.9 808.6 35.3 4.3% 17.5 2.2% 16% False True 167,785
10 860.0 808.6 51.4 6.3% 15.8 1.9% 11% False True 154,752
20 860.0 770.7 89.3 11.0% 15.8 1.9% 49% False False 149,620
40 860.0 768.4 91.6 11.2% 14.8 1.8% 50% False False 110,601
60 863.0 768.4 94.6 11.6% 12.8 1.6% 49% False False 73,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 913.0
2.618 880.5
1.618 860.8
1.000 848.5
0.618 840.8
HIGH 828.5
0.618 821.0
0.500 818.5
0.382 816.3
LOW 808.5
0.618 796.3
1.000 788.8
1.618 776.5
2.618 756.5
4.250 724.0
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 818.5 824.8
PP 817.3 821.3
S1 815.8 817.8

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

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