ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 706.0 689.6 -16.4 -2.3% 659.1
High 709.2 698.6 -10.6 -1.5% 709.2
Low 686.8 662.2 -24.6 -3.6% 654.8
Close 692.4 670.4 -22.0 -3.2% 670.4
Range 22.4 36.4 14.0 62.5% 54.4
ATR 24.3 25.2 0.9 3.5% 0.0
Volume 111,763 237,928 126,165 112.9% 367,863
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 786.3 764.8 690.5
R3 749.8 728.3 680.5
R2 713.5 713.5 677.0
R1 692.0 692.0 673.8 684.5
PP 677.0 677.0 677.0 673.3
S1 655.5 655.5 667.0 648.0
S2 640.8 640.8 663.8
S3 604.3 619.3 660.5
S4 567.8 582.8 650.5
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 841.3 810.3 700.3
R3 787.0 755.8 685.3
R2 732.5 732.5 680.3
R1 701.5 701.5 675.5 717.0
PP 678.3 678.3 678.3 686.0
S1 647.0 647.0 665.5 662.5
S2 623.8 623.8 660.5
S3 569.3 592.8 655.5
S4 515.0 538.3 640.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 709.2 654.8 54.4 8.1% 25.5 3.8% 29% False False 73,622
10 733.0 654.8 78.2 11.7% 23.8 3.5% 20% False False 36,963
20 733.0 642.6 90.4 13.5% 21.8 3.2% 31% False False 18,557
40 836.9 622.6 214.3 32.0% 21.5 3.2% 22% False False 9,306
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 5.0
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 853.3
2.618 794.0
1.618 757.5
1.000 735.0
0.618 721.0
HIGH 698.5
0.618 684.8
0.500 680.5
0.382 676.0
LOW 662.3
0.618 639.8
1.000 625.8
1.618 603.3
2.618 567.0
4.250 507.5
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 680.5 685.8
PP 677.0 680.5
S1 673.8 675.5

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

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