ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 660.1 675.1 15.0 2.3% 702.0
High 692.1 685.4 -6.7 -1.0% 708.3
Low 659.6 648.7 -10.9 -1.7% 628.1
Close 676.7 651.6 -25.1 -3.7% 648.8
Range 32.5 36.7 4.2 12.9% 80.2
ATR 26.0 26.8 0.8 2.9% 0.0
Volume 216,459 202,628 -13,831 -6.4% 1,088,613
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 772.0 748.5 671.8
R3 735.3 711.8 661.8
R2 698.5 698.5 658.3
R1 675.0 675.0 655.0 668.5
PP 662.0 662.0 662.0 658.5
S1 638.5 638.5 648.3 631.8
S2 625.3 625.3 644.8
S3 588.5 601.8 641.5
S4 551.8 565.0 631.5
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
5 692.1 628.1 64.0 9.8% 30.0 4.6% 37% False False 231,773
10 715.9 628.1 87.8 13.5% 25.8 3.9% 27% False False 207,085
20 733.0 628.1 104.9 16.1% 25.8 4.0% 22% False False 166,696
40 770.2 622.6 147.6 22.7% 27.5 4.2% 20% False False 83,420
60 854.2 622.6 231.6 35.5% 20.3 3.1% 13% False False 55,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.1
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 841.5
2.618 781.5
1.618 744.8
1.000 722.0
0.618 708.0
HIGH 685.5
0.618 671.5
0.500 667.0
0.382 662.8
LOW 648.8
0.618 626.0
1.000 612.0
1.618 589.3
2.618 552.5
4.250 492.8
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 667.0 664.8
PP 662.0 660.5
S1 656.8 656.0

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

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