ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 650.7 669.7 19.0 2.9% 641.0
High 671.1 676.8 5.7 0.8% 676.8
Low 648.4 650.0 1.6 0.2% 597.1
Close 669.8 655.8 -14.0 -2.1% 655.8
Range 22.7 26.8 4.1 18.1% 79.7
ATR 28.6 28.5 -0.1 -0.4% 0.0
Volume 173,207 198,781 25,574 14.8% 1,176,518
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 741.3 725.3 670.5
R3 714.5 698.5 663.3
R2 687.8 687.8 660.8
R1 671.8 671.8 658.3 666.3
PP 660.8 660.8 660.8 658.3
S1 645.0 645.0 653.3 639.5
S2 634.0 634.0 651.0
S3 607.3 618.3 648.5
S4 580.5 591.3 641.0
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 882.3 848.8 699.8
R3 802.8 769.0 677.8
R2 723.0 723.0 670.5
R1 689.3 689.3 663.0 706.3
PP 643.3 643.3 643.3 651.5
S1 609.8 609.8 648.5 626.5
S2 563.5 563.5 641.3
S3 483.8 530.0 634.0
S4 404.3 450.3 612.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676.8 597.1 79.7 12.2% 33.5 5.1% 74% True False 235,303
10 692.1 597.1 95.0 14.5% 31.3 4.8% 62% False False 217,779
20 715.9 597.1 118.8 18.1% 28.3 4.3% 49% False False 226,569
40 733.0 597.1 135.9 20.7% 25.0 3.8% 43% False False 122,563
60 836.9 597.1 239.8 36.6% 23.8 3.6% 24% False False 81,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 790.8
2.618 747.0
1.618 720.3
1.000 703.5
0.618 693.3
HIGH 676.8
0.618 666.5
0.500 663.5
0.382 660.3
LOW 650.0
0.618 633.5
1.000 623.3
1.618 606.8
2.618 579.8
4.250 536.0
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 663.5 656.3
PP 660.8 656.0
S1 658.3 656.0

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

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