ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 669.7 661.7 -8.0 -1.2% 641.0
High 676.8 684.9 8.1 1.2% 676.8
Low 650.0 656.3 6.3 1.0% 597.1
Close 655.8 683.2 27.4 4.2% 655.8
Range 26.8 28.6 1.8 6.7% 79.7
ATR 28.5 28.5 0.0 0.2% 0.0
Volume 198,781 138,125 -60,656 -30.5% 1,176,518
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 760.5 750.5 699.0
R3 732.0 722.0 691.0
R2 703.5 703.5 688.5
R1 693.3 693.3 685.8 698.3
PP 674.8 674.8 674.8 677.3
S1 664.8 664.8 680.5 669.8
S2 646.3 646.3 678.0
S3 617.5 636.0 675.3
S4 589.0 607.5 667.5
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
5 684.9 597.1 87.8 12.9% 30.3 4.4% 98% True False 209,973
10 692.1 597.1 95.0 13.9% 31.8 4.6% 91% False False 212,382
20 715.9 597.1 118.8 17.4% 28.3 4.1% 72% False False 217,773
40 733.0 597.1 135.9 19.9% 25.3 3.7% 63% False False 126,014
60 836.9 597.1 239.8 35.1% 24.3 3.5% 36% False False 84,029
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 806.5
2.618 759.8
1.618 731.3
1.000 713.5
0.618 702.5
HIGH 685.0
0.618 674.0
0.500 670.5
0.382 667.3
LOW 656.3
0.618 638.8
1.000 627.8
1.618 610.0
2.618 581.5
4.250 534.8
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 679.0 677.8
PP 674.8 672.3
S1 670.5 666.8

Download as Excel Spreadsheet

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

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