ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 671.3 690.9 19.6 2.9% 645.3
High 686.6 719.9 33.3 4.8% 696.5
Low 661.3 690.9 29.6 4.5% 642.6
Close 686.5 718.8 32.3 4.7% 686.5
Range 25.3 29.0 3.7 14.6% 53.9
ATR 24.3 24.9 0.7 2.7% 0.0
Volume 96 164 68 70.8% 1,312
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 796.8 786.8 734.8
R3 767.8 757.8 726.8
R2 738.8 738.8 724.0
R1 728.8 728.8 721.5 733.8
PP 709.8 709.8 709.8 712.5
S1 699.8 699.8 716.3 704.8
S2 680.8 680.8 713.5
S3 651.8 670.8 710.8
S4 622.8 641.8 702.8
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 837.0 815.5 716.3
R3 783.0 761.8 701.3
R2 729.0 729.0 696.5
R1 707.8 707.8 691.5 718.5
PP 675.3 675.3 675.3 680.5
S1 654.0 654.0 681.5 664.5
S2 621.3 621.3 676.5
S3 567.5 600.0 671.8
S4 513.5 546.0 656.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 719.9 642.6 77.3 10.8% 26.5 3.7% 99% True False 277
10 719.9 642.6 77.3 10.8% 22.5 3.1% 99% True False 165
20 790.0 622.6 167.4 23.3% 30.0 4.2% 57% False False 135
40 854.2 622.6 231.6 32.2% 17.0 2.4% 42% False False 76
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 3.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 843.3
2.618 795.8
1.618 766.8
1.000 749.0
0.618 737.8
HIGH 720.0
0.618 708.8
0.500 705.5
0.382 702.0
LOW 691.0
0.618 673.0
1.000 662.0
1.618 644.0
2.618 615.0
4.250 567.8
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 714.3 709.5
PP 709.8 700.0
S1 705.5 690.5

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

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