ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 641.0 604.2 -36.8 -5.7% 657.7
High 647.2 646.4 -0.8 -0.1% 692.1
Low 601.8 597.1 -4.7 -0.8% 637.5
Close 603.9 639.6 35.7 5.9% 641.5
Range 45.4 49.3 3.9 8.6% 54.6
ATR 27.9 29.5 1.5 5.5% 0.0
Volume 264,778 327,802 63,024 23.8% 1,001,277
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 775.5 757.0 666.8
R3 726.3 707.5 653.3
R2 677.0 677.0 648.8
R1 658.3 658.3 644.0 667.8
PP 627.8 627.8 627.8 632.5
S1 609.0 609.0 635.0 618.3
S2 578.5 578.5 630.5
S3 529.0 559.8 626.0
S4 479.8 510.5 612.5
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 820.8 785.8 671.5
R3 766.3 731.3 656.5
R2 711.8 711.8 651.5
R1 676.5 676.5 646.5 666.8
PP 657.0 657.0 657.0 652.3
S1 622.0 622.0 636.5 612.3
S2 602.5 602.5 631.5
S3 547.8 567.3 626.5
S4 493.3 512.8 611.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 685.4 597.1 88.3 13.8% 36.5 5.7% 48% False True 237,060
10 692.1 597.1 95.0 14.9% 33.0 5.2% 45% False True 235,107
20 715.9 597.1 118.8 18.6% 28.8 4.5% 36% False True 215,668
40 733.0 597.1 135.9 21.2% 27.0 4.2% 31% False True 107,974
60 836.9 597.1 239.8 37.5% 22.5 3.5% 18% False True 71,995
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 37 trading days
Fibonacci Retracements and Extensions
4.250 856.0
2.618 775.5
1.618 726.3
1.000 695.8
0.618 676.8
HIGH 646.5
0.618 627.5
0.500 621.8
0.382 616.0
LOW 597.0
0.618 566.8
1.000 547.8
1.618 517.3
2.618 468.0
4.250 387.5
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 633.8 636.5
PP 627.8 633.3
S1 621.8 630.0

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

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