ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 665.3 678.0 12.7 1.9% 659.1
High 679.9 689.6 9.7 1.4% 709.2
Low 653.3 665.8 12.5 1.9% 654.8
Close 677.0 686.6 9.6 1.4% 670.4
Range 26.6 23.8 -2.8 -10.5% 54.4
ATR 25.3 25.2 -0.1 -0.4% 0.0
Volume 314,047 311,016 -3,031 -1.0% 367,863
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 752.0 743.3 699.8
R3 728.3 719.3 693.3
R2 704.5 704.5 691.0
R1 695.5 695.5 688.8 700.0
PP 680.8 680.8 680.8 683.0
S1 671.8 671.8 684.5 676.3
S2 656.8 656.8 682.3
S3 633.0 648.0 680.0
S4 609.3 624.3 673.5
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
5 709.2 653.3 55.9 8.1% 26.8 3.9% 60% False False 198,196
10 733.0 653.3 79.7 11.6% 23.3 3.4% 42% False False 99,443
20 733.0 642.6 90.4 13.2% 22.8 3.3% 49% False False 49,804
40 836.9 622.6 214.3 31.2% 22.8 3.3% 30% False False 24,933
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 6.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 790.8
2.618 752.0
1.618 728.0
1.000 713.5
0.618 704.3
HIGH 689.5
0.618 680.5
0.500 677.8
0.382 675.0
LOW 665.8
0.618 651.0
1.000 642.0
1.618 627.3
2.618 603.5
4.250 564.8
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 683.8 683.0
PP 680.8 679.5
S1 677.8 676.0

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

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