ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 604.2 642.0 37.8 6.3% 657.7
High 646.4 659.1 12.7 2.0% 692.1
Low 597.1 635.5 38.4 6.4% 637.5
Close 639.6 652.8 13.2 2.1% 641.5
Range 49.3 23.6 -25.7 -52.1% 54.6
ATR 29.5 29.0 -0.4 -1.4% 0.0
Volume 327,802 211,950 -115,852 -35.3% 1,001,277
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 720.0 710.0 665.8
R3 696.3 686.3 659.3
R2 672.8 672.8 657.3
R1 662.8 662.8 655.0 667.8
PP 649.3 649.3 649.3 651.5
S1 639.3 639.3 650.8 644.3
S2 625.5 625.5 648.5
S3 602.0 615.5 646.3
S4 578.3 592.0 639.8
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
5 667.8 597.1 70.7 10.8% 34.0 5.2% 79% False False 238,924
10 692.1 597.1 95.0 14.6% 32.0 4.9% 59% False False 235,349
20 715.9 597.1 118.8 18.2% 28.8 4.4% 47% False False 225,454
40 733.0 597.1 135.9 20.8% 25.8 4.0% 41% False False 113,268
60 836.9 597.1 239.8 36.7% 23.0 3.5% 23% False False 75,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 5.1
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 759.5
2.618 721.0
1.618 697.3
1.000 682.8
0.618 673.8
HIGH 659.0
0.618 650.0
0.500 647.3
0.382 644.5
LOW 635.5
0.618 621.0
1.000 612.0
1.618 597.3
2.618 573.8
4.250 535.3
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 651.0 644.5
PP 649.3 636.3
S1 647.3 628.0

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

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