ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 805.5 790.5 -15.0 -1.9% 830.6
High 808.8 795.7 -13.1 -1.6% 836.6
Low 783.5 762.4 -21.1 -2.7% 780.2
Close 790.2 763.8 -26.4 -3.3% 795.5
Range 25.3 33.3 8.0 31.6% 56.4
ATR 16.7 17.9 1.2 7.1% 0.0
Volume 205,679 233,526 27,847 13.5% 818,807
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 873.8 852.3 782.0
R3 840.5 818.8 773.0
R2 807.3 807.3 770.0
R1 785.5 785.5 766.8 779.8
PP 774.0 774.0 774.0 771.0
S1 752.3 752.3 760.8 746.5
S2 740.8 740.8 757.8
S3 707.3 719.0 754.8
S4 674.0 685.8 745.5
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 973.3 940.8 826.5
R3 917.0 884.5 811.0
R2 860.5 860.5 805.8
R1 828.0 828.0 800.8 816.0
PP 804.0 804.0 804.0 798.0
S1 771.5 771.5 790.3 759.8
S2 747.8 747.8 785.3
S3 691.3 715.3 780.0
S4 635.0 658.8 764.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 823.8 762.4 61.4 8.0% 24.0 3.1% 2% False True 203,440
10 843.4 762.4 81.0 10.6% 18.5 2.4% 2% False True 162,102
20 860.0 762.4 97.6 12.8% 17.8 2.3% 1% False True 159,414
40 860.0 762.4 97.6 12.8% 16.3 2.1% 1% False True 154,524
60 860.0 762.4 97.6 12.8% 15.0 2.0% 1% False True 103,119
80 863.0 762.4 100.6 13.2% 12.3 1.6% 1% False True 77,350
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 4.0
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 937.3
2.618 883.0
1.618 849.5
1.000 829.0
0.618 816.3
HIGH 795.8
0.618 783.0
0.500 779.0
0.382 775.0
LOW 762.5
0.618 741.8
1.000 729.0
1.618 708.5
2.618 675.3
4.250 621.0
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 779.0 785.5
PP 774.0 778.3
S1 769.0 771.0

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

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