ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 815.8 831.9 16.1 2.0% 847.4
High 833.2 835.9 2.7 0.3% 850.6
Low 815.2 825.3 10.1 1.2% 815.4
Close 830.2 829.6 -0.6 -0.1% 828.3
Range 18.0 10.6 -7.4 -41.1% 35.2
ATR 15.8 15.4 -0.4 -2.3% 0.0
Volume 141,424 121,001 -20,423 -14.4% 877,576
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 862.0 856.5 835.5
R3 851.5 845.8 832.5
R2 840.8 840.8 831.5
R1 835.3 835.3 830.5 832.8
PP 830.3 830.3 830.3 829.0
S1 824.8 824.8 828.8 822.3
S2 819.8 819.8 827.8
S3 809.0 814.0 826.8
S4 798.5 803.5 823.8
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
5 840.8 808.6 32.2 3.9% 15.8 1.9% 65% False False 151,195
10 860.0 808.6 51.4 6.2% 17.0 2.0% 41% False False 155,639
20 860.0 779.0 81.0 9.8% 15.5 1.9% 62% False False 148,750
40 860.0 768.4 91.6 11.0% 15.0 1.8% 67% False False 117,161
60 863.0 768.4 94.6 11.4% 13.3 1.6% 65% False False 78,130
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 3.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 881.0
2.618 863.8
1.618 853.0
1.000 846.5
0.618 842.5
HIGH 836.0
0.618 831.8
0.500 830.5
0.382 829.3
LOW 825.3
0.618 818.8
1.000 814.8
1.618 808.3
2.618 797.5
4.250 780.3
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 830.5 827.3
PP 830.3 824.8
S1 830.0 822.3

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

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