ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 689.5 699.8 10.3 1.5% 700.0
High 704.7 717.1 12.4 1.8% 707.6
Low 675.0 696.7 21.7 3.2% 623.7
Close 696.9 713.6 16.7 2.4% 696.9
Range 29.7 20.4 -9.3 -31.3% 83.9
ATR 31.8 31.0 -0.8 -2.6% 0.0
Volume 201,247 154,983 -46,264 -23.0% 1,862,461
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 770.3 762.3 724.8
R3 750.0 742.0 719.3
R2 729.5 729.5 717.3
R1 721.5 721.5 715.5 725.5
PP 709.3 709.3 709.3 711.0
S1 701.3 701.3 711.8 705.3
S2 688.8 688.8 709.8
S3 668.3 680.8 708.0
S4 648.0 660.3 702.5
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 927.8 896.3 743.0
R3 843.8 812.3 720.0
R2 760.0 760.0 712.3
R1 728.5 728.5 704.5 702.3
PP 676.0 676.0 676.0 663.0
S1 644.5 644.5 689.3 618.3
S2 592.3 592.3 681.5
S3 508.3 560.8 673.8
S4 424.3 476.8 650.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 717.1 623.7 93.4 13.1% 43.8 6.1% 96% True False 308,682
10 795.7 623.7 172.0 24.1% 44.0 6.2% 52% False False 323,794
20 843.4 623.7 219.7 30.8% 30.5 4.3% 41% False False 238,343
40 860.0 623.7 236.3 33.1% 23.0 3.2% 38% False False 193,982
60 860.0 623.7 236.3 33.1% 20.0 2.8% 38% False False 153,181
80 863.0 623.7 239.3 33.5% 17.3 2.4% 38% False False 114,903
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 8.7
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 803.8
2.618 770.5
1.618 750.0
1.000 737.5
0.618 729.8
HIGH 717.0
0.618 709.3
0.500 707.0
0.382 704.5
LOW 696.8
0.618 684.0
1.000 676.3
1.618 663.8
2.618 643.3
4.250 610.0
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 711.3 703.3
PP 709.3 693.0
S1 707.0 682.8

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

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