ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 789.0 803.0 14.0 1.8% 828.9
High 796.9 803.3 6.4 0.8% 832.5
Low 780.7 780.7 0.0 0.0% 780.7
Close 792.2 786.9 -5.3 -0.7% 792.2
Range 16.2 22.6 6.4 39.5% 51.8
ATR 9.7 10.6 0.9 9.5% 0.0
Volume 14 45 31 221.4% 57
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 858.0 845.0 799.3
R3 835.5 822.5 793.0
R2 813.0 813.0 791.0
R1 800.0 800.0 789.0 795.0
PP 790.3 790.3 790.3 788.0
S1 777.3 777.3 784.8 772.5
S2 767.8 767.8 782.8
S3 745.0 754.8 780.8
S4 722.5 732.0 774.5
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 957.3 926.5 820.8
R3 905.5 874.8 806.5
R2 853.5 853.5 801.8
R1 823.0 823.0 797.0 812.3
PP 801.8 801.8 801.8 796.5
S1 771.0 771.0 787.5 760.5
S2 750.0 750.0 782.8
S3 698.3 719.3 778.0
S4 646.5 667.5 763.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 825.5 780.7 44.8 5.7% 14.5 1.8% 14% False True 19
10 836.9 780.7 56.2 7.1% 7.8 1.0% 11% False True 19
20 854.2 780.7 73.5 9.3% 4.3 0.5% 8% False True 16
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 1.2
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 899.3
2.618 862.5
1.618 839.8
1.000 826.0
0.618 817.3
HIGH 803.3
0.618 794.8
0.500 792.0
0.382 789.3
LOW 780.8
0.618 766.8
1.000 758.0
1.618 744.3
2.618 721.5
4.250 684.8
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 792.0 792.3
PP 790.3 790.5
S1 788.5 788.8

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

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