ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	835.0	818.9	-16.1	-1.9%	833.5
High	835.0	818.9	-16.1	-1.9%	854.2
Low	831.0	818.9	-12.1	-1.5%	833.5
Close	830.6	818.9	-11.7	-1.4%	848.3
Range	4.0	0.0	-4.0	-100.0%	20.7
ATR
Volume	32	0	-32	-100.0%	105

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	819.0	819.0	819.0
R3	819.0	819.0	819.0
R2	819.0	819.0	819.0
R1	819.0	819.0	819.0	819.0
PP	819.0	819.0	819.0	819.0
S1	819.0	819.0	819.0	819.0
S2	819.0	819.0	819.0
S3	819.0	819.0	819.0
S4	819.0	819.0	819.0

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	907.5	898.5	859.8
R3	886.8	877.8	854.0
R2	866.0	866.0	852.0
R1	857.3	857.3	850.3	861.5
PP	845.3	845.3	845.3	847.5
S1	836.5	836.5	846.5	841.0
S2	824.8	824.8	844.5
S3	804.0	815.8	842.5
S4	783.3	795.0	837.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	848.3	818.9	29.4	3.6%	1.0	0.1%	0%	False	True	8
10	854.2	818.9	35.3	4.3%	0.8	0.1%	0%	False	True	15

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	0.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	819.0
2.618	819.0
1.618	819.0
1.000	819.0
0.618	819.0
HIGH	819.0
0.618	819.0
0.500	819.0
0.382	819.0
LOW	819.0
0.618	819.0
1.000	819.0
1.618	819.0
2.618	819.0
4.250	819.0

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	819.0	827.0
PP	819.0	824.3
S1	819.0	821.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols