ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 675.1 648.6 -26.5 -3.9% 702.0
High 685.4 667.8 -17.6 -2.6% 708.3
Low 648.7 641.3 -7.4 -1.1% 628.1
Close 651.6 662.2 10.6 1.6% 648.8
Range 36.7 26.5 -10.2 -27.8% 80.2
ATR 26.8 26.7 0.0 -0.1% 0.0
Volume 202,628 199,177 -3,451 -1.7% 1,088,613
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 736.5 726.0 676.8
R3 710.0 699.5 669.5
R2 683.5 683.5 667.0
R1 673.0 673.0 664.8 678.3
PP 657.0 657.0 657.0 659.8
S1 646.5 646.5 659.8 651.8
S2 630.5 630.5 657.3
S3 604.0 620.0 655.0
S4 577.5 593.5 647.5
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 9.7% 29.0 4.4% 53% False False 205,908
10 715.9 628.1 87.8 13.3% 26.3 4.0% 39% False False 206,394
20 729.3 628.1 101.2 15.3% 26.3 4.0% 34% False False 176,646
40 770.2 622.6 147.6 22.3% 27.5 4.2% 27% False False 88,397
60 854.2 622.6 231.6 35.0% 20.5 3.1% 17% False False 58,939
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 5.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 780.5
2.618 737.3
1.618 710.8
1.000 694.3
0.618 684.3
HIGH 667.8
0.618 657.8
0.500 654.5
0.382 651.5
LOW 641.3
0.618 625.0
1.000 614.8
1.618 598.5
2.618 572.0
4.250 528.8
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 659.8 666.8
PP 657.0 665.3
S1 654.5 663.8

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

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