ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 692.3 686.1 -6.2 -0.9% 665.3
High 708.3 691.8 -16.5 -2.3% 715.9
Low 685.0 657.2 -27.8 -4.1% 653.3
Close 685.5 658.4 -27.1 -4.0% 713.2
Range 23.3 34.6 11.3 48.5% 62.6
ATR 24.5 25.2 0.7 3.0% 0.0
Volume 168,199 209,530 41,331 24.6% 1,264,976
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 773.0 750.3 677.5
R3 738.3 715.8 668.0
R2 703.8 703.8 664.8
R1 681.0 681.0 661.5 675.0
PP 669.3 669.3 669.3 666.3
S1 646.5 646.5 655.3 640.5
S2 634.5 634.5 652.0
S3 600.0 611.8 649.0
S4 565.3 577.3 639.3
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
5 715.9 657.2 58.7 8.9% 21.5 3.3% 2% False True 182,398
10 715.9 653.3 62.6 9.5% 25.5 3.9% 8% False False 215,559
20 733.0 653.3 79.7 12.1% 23.8 3.6% 6% False False 108,822
40 812.2 622.6 189.6 28.8% 26.0 4.0% 19% False False 54,451
60 854.2 622.6 231.6 35.2% 17.8 2.7% 15% False False 36,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 838.8
2.618 782.5
1.618 747.8
1.000 726.5
0.618 713.3
HIGH 691.8
0.618 678.5
0.500 674.5
0.382 670.5
LOW 657.3
0.618 635.8
1.000 622.5
1.618 601.3
2.618 566.5
4.250 510.3
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 674.5 682.8
PP 669.3 674.8
S1 663.8 666.5

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

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