ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 726.2 707.5 -18.7 -2.6% 690.9
High 735.1 709.4 -25.7 -3.5% 738.0
Low 705.6 679.6 -26.0 -3.7% 679.6
Close 708.9 680.6 -28.3 -4.0% 680.6
Range 29.5 29.8 0.3 1.0% 58.4
ATR 29.2 29.2 0.0 0.1% 0.0
Volume 188,482 182,965 -5,517 -2.9% 846,508
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 779.3 759.8 697.0
R3 749.5 730.0 688.8
R2 719.8 719.8 686.0
R1 700.3 700.3 683.3 695.0
PP 689.8 689.8 689.8 687.3
S1 670.3 670.3 677.8 665.3
S2 660.0 660.0 675.3
S3 630.3 640.5 672.5
S4 600.5 610.8 664.3
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 874.5 836.0 712.8
R3 816.3 777.5 696.8
R2 757.8 757.8 691.3
R1 719.3 719.3 686.0 709.3
PP 699.5 699.5 699.5 694.5
S1 660.8 660.8 675.3 651.0
S2 641.0 641.0 670.0
S3 582.5 602.5 664.5
S4 524.3 544.0 648.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 738.0 679.6 58.4 8.6% 27.5 4.0% 2% False True 169,301
10 738.0 644.3 93.7 13.8% 28.8 4.2% 39% False False 185,956
20 738.0 623.7 114.3 16.8% 34.0 5.0% 50% False False 238,819
40 850.6 623.7 226.9 33.3% 27.8 4.1% 25% False False 213,155
60 860.0 623.7 236.3 34.7% 23.5 3.5% 24% False False 196,768
80 860.0 623.7 236.3 34.7% 20.8 3.0% 24% False False 149,380
100 863.0 623.7 239.3 35.2% 17.8 2.6% 24% False False 119,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 7.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 836.0
2.618 787.5
1.618 757.5
1.000 739.3
0.618 727.8
HIGH 709.5
0.618 698.0
0.500 694.5
0.382 691.0
LOW 679.5
0.618 661.3
1.000 649.8
1.618 631.5
2.618 601.5
4.250 553.0
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 694.5 708.8
PP 689.8 699.5
S1 685.3 690.0

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

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