ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 697.5 711.1 13.6 1.9% 665.3
High 713.5 715.9 2.4 0.3% 715.9
Low 693.3 704.1 10.8 1.6% 653.3
Close 710.3 713.2 2.9 0.4% 713.2
Range 20.2 11.8 -8.4 -41.6% 62.6
ATR 25.6 24.6 -1.0 -3.9% 0.0
Volume 206,093 164,969 -41,124 -20.0% 1,264,976
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 746.5 741.8 719.8
R3 734.8 729.8 716.5
R2 722.8 722.8 715.3
R1 718.0 718.0 714.3 720.5
PP 711.0 711.0 711.0 712.3
S1 706.3 706.3 712.0 708.8
S2 699.3 699.3 711.0
S3 687.5 694.5 710.0
S4 675.8 682.8 706.8
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 882.0 860.3 747.8
R3 819.3 797.5 730.5
R2 756.8 756.8 724.8
R1 735.0 735.0 719.0 745.8
PP 694.3 694.3 694.3 699.5
S1 672.3 672.3 707.5 683.3
S2 631.5 631.5 701.8
S3 569.0 609.8 696.0
S4 506.3 547.3 678.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 715.9 653.3 62.6 8.8% 24.0 3.4% 96% True False 252,995
10 715.9 653.3 62.6 8.8% 24.8 3.5% 96% True False 163,308
20 733.0 642.6 90.4 12.7% 23.5 3.3% 78% False False 81,794
40 836.9 622.6 214.3 30.0% 24.5 3.4% 42% False False 40,930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.1
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 766.0
2.618 746.8
1.618 735.0
1.000 727.8
0.618 723.3
HIGH 716.0
0.618 711.5
0.500 710.0
0.382 708.5
LOW 704.0
0.618 696.8
1.000 692.3
1.618 685.0
2.618 673.3
4.250 654.0
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 712.3 706.8
PP 711.0 700.3
S1 710.0 694.0

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

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