ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 678.0 681.9 3.9 0.6% 659.1
High 689.6 709.2 19.6 2.8% 709.2
Low 665.8 671.9 6.1 0.9% 654.8
Close 686.6 697.7 11.1 1.6% 670.4
Range 23.8 37.3 13.5 56.7% 54.4
ATR 25.2 26.0 0.9 3.4% 0.0
Volume 311,016 268,851 -42,165 -13.6% 367,863
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 804.8 788.5 718.3
R3 767.5 751.3 708.0
R2 730.3 730.3 704.5
R1 714.0 714.0 701.0 722.0
PP 693.0 693.0 693.0 697.0
S1 676.8 676.8 694.3 684.8
S2 655.8 655.8 690.8
S3 618.3 639.3 687.5
S4 581.0 602.0 677.3
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 8.0% 29.3 4.2% 79% True False 248,721
10 733.0 653.3 79.7 11.4% 26.0 3.7% 56% False False 126,307
20 733.0 642.6 90.4 13.0% 24.5 3.5% 61% False False 63,246
40 836.9 622.6 214.3 30.7% 23.8 3.4% 35% False False 31,654
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 6.8
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 867.8
2.618 806.8
1.618 769.5
1.000 746.5
0.618 732.3
HIGH 709.3
0.618 695.0
0.500 690.5
0.382 686.3
LOW 672.0
0.618 648.8
1.000 634.5
1.618 611.5
2.618 574.3
4.250 513.5
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 695.3 692.3
PP 693.0 686.8
S1 690.5 681.3

Download as Excel Spreadsheet

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

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