ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 702.0 692.3 -9.7 -1.4% 665.3
High 707.2 708.3 1.1 0.2% 715.9
Low 689.7 685.0 -4.7 -0.7% 653.3
Close 697.5 685.5 -12.0 -1.7% 713.2
Range 17.5 23.3 5.8 33.1% 62.6
ATR 24.6 24.5 -0.1 -0.4% 0.0
Volume 163,201 168,199 4,998 3.1% 1,264,976
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 762.8 747.5 698.3
R3 739.5 724.3 692.0
R2 716.3 716.3 689.8
R1 700.8 700.8 687.8 697.0
PP 693.0 693.0 693.0 691.0
S1 677.5 677.5 683.3 673.5
S2 669.8 669.8 681.3
S3 646.3 654.3 679.0
S4 623.0 631.0 672.8
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
5 715.9 671.9 44.0 6.4% 22.0 3.2% 31% False False 194,262
10 715.9 653.3 62.6 9.1% 24.3 3.6% 51% False False 196,229
20 733.0 642.6 90.4 13.2% 23.8 3.5% 47% False False 98,356
40 825.5 622.6 202.9 29.6% 25.3 3.7% 31% False False 49,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 807.3
2.618 769.3
1.618 746.0
1.000 731.5
0.618 722.8
HIGH 708.3
0.618 699.5
0.500 696.8
0.382 694.0
LOW 685.0
0.618 670.5
1.000 661.8
1.618 647.3
2.618 624.0
4.250 586.0
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 696.8 700.5
PP 693.0 695.5
S1 689.3 690.5

Download as Excel Spreadsheet

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

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