ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 642.0 650.7 8.7 1.4% 657.7
High 659.1 671.1 12.0 1.8% 692.1
Low 635.5 648.4 12.9 2.0% 637.5
Close 652.8 669.8 17.0 2.6% 641.5
Range 23.6 22.7 -0.9 -3.8% 54.6
ATR 29.0 28.6 -0.5 -1.6% 0.0
Volume 211,950 173,207 -38,743 -18.3% 1,001,277
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 731.3 723.3 682.3
R3 708.5 700.5 676.0
R2 685.8 685.8 674.0
R1 677.8 677.8 672.0 681.8
PP 663.0 663.0 663.0 665.0
S1 655.0 655.0 667.8 659.0
S2 640.5 640.5 665.8
S3 617.8 632.5 663.5
S4 595.0 609.8 657.3
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
5 671.1 597.1 74.0 11.0% 33.3 4.9% 98% True False 233,730
10 692.1 597.1 95.0 14.2% 31.0 4.6% 77% False False 219,819
20 715.9 597.1 118.8 17.7% 28.8 4.3% 61% False False 228,526
40 733.0 597.1 135.9 20.3% 25.5 3.8% 53% False False 117,595
60 836.9 597.1 239.8 35.8% 23.3 3.5% 30% False False 78,414
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 5.2
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 767.5
2.618 730.5
1.618 707.8
1.000 693.8
0.618 685.3
HIGH 671.0
0.618 662.5
0.500 659.8
0.382 657.0
LOW 648.5
0.618 634.3
1.000 625.8
1.618 611.8
2.618 589.0
4.250 552.0
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 666.5 658.0
PP 663.0 646.0
S1 659.8 634.0

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

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