ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 682.9 681.5 -1.4 -0.2% 641.0
High 689.5 703.8 14.3 2.1% 676.8
Low 673.5 677.9 4.4 0.7% 597.1
Close 686.0 693.3 7.3 1.1% 655.8
Range 16.0 25.9 9.9 61.9% 79.7
ATR 27.6 27.5 -0.1 -0.4% 0.0
Volume 151,562 195,194 43,632 28.8% 1,176,518
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 769.3 757.3 707.5
R3 743.5 731.3 700.5
R2 717.5 717.5 698.0
R1 705.5 705.5 695.8 711.5
PP 691.8 691.8 691.8 694.8
S1 679.5 679.5 691.0 685.5
S2 665.8 665.8 688.5
S3 639.8 653.8 686.3
S4 614.0 627.8 679.0
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
5 703.8 648.4 55.4 8.0% 24.0 3.5% 81% True False 171,373
10 703.8 597.1 106.7 15.4% 29.0 4.2% 90% True False 205,149
20 715.9 597.1 118.8 17.1% 27.3 3.9% 81% False False 206,117
40 733.0 597.1 135.9 19.6% 26.0 3.7% 71% False False 134,681
60 836.9 597.1 239.8 34.6% 25.0 3.6% 40% False False 89,808
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 2 trading days
Fibonacci Retracements and Extensions
4.250 814.0
2.618 771.5
1.618 745.8
1.000 729.8
0.618 719.8
HIGH 703.8
0.618 694.0
0.500 690.8
0.382 687.8
LOW 678.0
0.618 662.0
1.000 652.0
1.618 636.0
2.618 610.0
4.250 567.8
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 692.5 689.0
PP 691.8 684.5
S1 690.8 680.0

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

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