ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 711.1 702.0 -9.1 -1.3% 665.3
High 715.9 707.2 -8.7 -1.2% 715.9
Low 704.1 689.7 -14.4 -2.0% 653.3
Close 713.2 697.5 -15.7 -2.2% 713.2
Range 11.8 17.5 5.7 48.3% 62.6
ATR 24.6 24.6 -0.1 -0.3% 0.0
Volume 164,969 163,201 -1,768 -1.1% 1,264,976
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 750.8 741.5 707.0
R3 733.3 724.0 702.3
R2 715.8 715.8 700.8
R1 706.5 706.5 699.0 702.3
PP 698.3 698.3 698.3 696.0
S1 689.0 689.0 696.0 684.8
S2 680.8 680.8 694.3
S3 663.3 671.5 692.8
S4 645.8 654.0 688.0
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
5 715.9 665.8 50.1 7.2% 22.0 3.2% 63% False False 222,826
10 715.9 653.3 62.6 9.0% 24.5 3.5% 71% False False 179,604
20 733.0 642.6 90.4 13.0% 23.8 3.4% 61% False False 89,951
40 832.5 622.6 209.9 30.1% 24.8 3.6% 36% False False 45,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 781.5
2.618 753.0
1.618 735.5
1.000 724.8
0.618 718.0
HIGH 707.3
0.618 700.5
0.500 698.5
0.382 696.5
LOW 689.8
0.618 679.0
1.000 672.3
1.618 661.5
2.618 644.0
4.250 615.3
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 698.5 702.8
PP 698.3 701.0
S1 697.8 699.3

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

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