ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 681.5 694.7 13.2 1.9% 641.0
High 703.8 700.7 -3.1 -0.4% 676.8
Low 677.9 683.9 6.0 0.9% 597.1
Close 693.3 694.2 0.9 0.1% 655.8
Range 25.9 16.8 -9.1 -35.1% 79.7
ATR 27.5 26.7 -0.8 -2.8% 0.0
Volume 195,194 152,740 -42,454 -21.7% 1,176,518
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 743.3 735.5 703.5
R3 726.5 718.8 698.8
R2 709.8 709.8 697.3
R1 702.0 702.0 695.8 697.5
PP 693.0 693.0 693.0 690.8
S1 685.3 685.3 692.8 680.8
S2 676.3 676.3 691.0
S3 659.3 668.3 689.5
S4 642.5 651.5 685.0
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
5 703.8 650.0 53.8 7.7% 22.8 3.3% 82% False False 167,280
10 703.8 597.1 106.7 15.4% 28.0 4.0% 91% False False 200,505
20 715.9 597.1 118.8 17.1% 27.3 3.9% 82% False False 203,449
40 733.0 597.1 135.9 19.6% 26.0 3.8% 71% False False 138,499
60 836.9 597.1 239.8 34.5% 25.3 3.6% 40% False False 92,354
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 772.0
2.618 744.8
1.618 728.0
1.000 717.5
0.618 711.0
HIGH 700.8
0.618 694.3
0.500 692.3
0.382 690.3
LOW 684.0
0.618 673.5
1.000 667.0
1.618 656.8
2.618 640.0
4.250 612.5
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 693.5 692.3
PP 693.0 690.5
S1 692.3 688.8

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

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