ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	761.4	770.2	8.8	1.2%	828.9
High	768.1	770.2	2.1	0.3%	832.5
Low	747.5	724.3	-23.2	-3.1%	780.7
Close	765.6	721.2	-44.4	-5.8%	792.2
Range	20.6	45.9	25.3	122.8%	51.8
ATR	12.5	14.9	2.4	19.0%	0.0
Volume	86	82	-4	-4.7%	57

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	876.3	844.8	746.5
R3	830.3	798.8	733.8
R2	784.5	784.5	729.5
R1	752.8	752.8	725.5	745.8
PP	738.5	738.5	738.5	735.0
S1	707.0	707.0	717.0	699.8
S2	692.8	692.8	712.8
S3	646.8	661.0	708.5
S4	600.8	615.3	696.0

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	803.3	724.3	79.0	11.0%	26.8	3.7%	-4%	False	True	56
10	836.9	724.3	112.6	15.6%	17.0	2.4%	-3%	False	True	36
20	848.3	724.3	124.0	17.2%	9.0	1.2%	-3%	False	True	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.7
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	965.3
2.618	890.3
1.618	844.5
1.000	816.0
0.618	798.5
HIGH	770.3
0.618	752.8
0.500	747.3
0.382	741.8
LOW	724.3
0.618	696.0
1.000	678.5
1.618	650.0
2.618	604.3
4.250	529.3

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	747.3	757.3
PP	738.5	745.3
S1	730.0	733.3

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