ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 661.7 682.9 21.2 3.2% 641.0
High 684.9 689.5 4.6 0.7% 676.8
Low 656.3 673.5 17.2 2.6% 597.1
Close 683.2 686.0 2.8 0.4% 655.8
Range 28.6 16.0 -12.6 -44.1% 79.7
ATR 28.5 27.6 -0.9 -3.1% 0.0
Volume 138,125 151,562 13,437 9.7% 1,176,518
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 731.0 724.5 694.8
R3 715.0 708.5 690.5
R2 699.0 699.0 689.0
R1 692.5 692.5 687.5 695.8
PP 683.0 683.0 683.0 684.5
S1 676.5 676.5 684.5 679.8
S2 667.0 667.0 683.0
S3 651.0 660.5 681.5
S4 635.0 644.5 677.3
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
5 689.5 635.5 54.0 7.9% 23.5 3.4% 94% True False 174,725
10 689.5 597.1 92.4 13.5% 30.0 4.4% 96% True False 205,892
20 715.9 597.1 118.8 17.3% 28.0 4.1% 75% False False 209,800
40 733.0 597.1 135.9 19.8% 25.5 3.7% 65% False False 129,802
60 836.9 597.1 239.8 35.0% 24.5 3.6% 37% False False 86,555
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 6.0
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 757.5
2.618 731.5
1.618 715.5
1.000 705.5
0.618 699.5
HIGH 689.5
0.618 683.5
0.500 681.5
0.382 679.5
LOW 673.5
0.618 663.5
1.000 657.5
1.618 647.5
2.618 631.5
4.250 605.5
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 684.5 680.5
PP 683.0 675.3
S1 681.5 669.8

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

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