ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 646.2 657.7 11.5 1.8% 702.0
High 652.5 662.7 10.2 1.6% 708.3
Low 628.1 637.5 9.4 1.5% 628.1
Close 648.8 661.9 13.1 2.0% 648.8
Range 24.4 25.2 0.8 3.3% 80.2
ATR 25.5 25.5 0.0 -0.1% 0.0
Volume 219,183 192,096 -27,087 -12.4% 1,088,613
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 729.8 721.0 675.8
R3 704.5 695.8 668.8
R2 679.3 679.3 666.5
R1 670.5 670.5 664.3 675.0
PP 654.0 654.0 654.0 656.3
S1 645.3 645.3 659.5 649.8
S2 628.8 628.8 657.3
S3 603.8 620.3 655.0
S4 578.5 595.0 648.0
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 902.3 855.8 693.0
R3 822.3 775.5 670.8
R2 742.0 742.0 663.5
R1 695.3 695.3 656.3 678.5
PP 661.8 661.8 661.8 653.3
S1 615.3 615.3 641.5 598.3
S2 581.5 581.5 634.0
S3 501.3 535.0 626.8
S4 421.3 454.8 604.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 708.3 628.1 80.2 12.1% 27.8 4.2% 42% False False 223,501
10 715.9 628.1 87.8 13.3% 25.0 3.8% 38% False False 223,163
20 733.0 628.1 104.9 15.8% 24.3 3.7% 32% False False 145,761
40 803.3 622.6 180.7 27.3% 27.0 4.1% 22% False False 72,945
60 854.2 622.6 231.6 35.0% 19.0 2.9% 17% False False 48,635
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 769.8
2.618 728.8
1.618 703.5
1.000 688.0
0.618 678.3
HIGH 662.8
0.618 653.0
0.500 650.0
0.382 647.3
LOW 637.5
0.618 622.0
1.000 612.3
1.618 596.8
2.618 571.5
4.250 530.5
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 658.0 656.5
PP 654.0 651.0
S1 650.0 645.5

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

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