ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 694.7 693.7 -1.0 -0.1% 661.7
High 700.7 711.9 11.2 1.6% 711.9
Low 683.9 690.4 6.5 1.0% 656.3
Close 694.2 709.6 15.4 2.2% 709.6
Range 16.8 21.5 4.7 28.0% 55.6
ATR 26.7 26.4 -0.4 -1.4% 0.0
Volume 152,740 142,106 -10,634 -7.0% 779,727
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 768.5 760.5 721.5
R3 747.0 739.0 715.5
R2 725.5 725.5 713.5
R1 717.5 717.5 711.5 721.5
PP 704.0 704.0 704.0 706.0
S1 696.0 696.0 707.8 700.0
S2 682.5 682.5 705.8
S3 661.0 674.5 703.8
S4 639.5 653.0 697.8
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 859.5 840.0 740.3
R3 803.8 784.5 725.0
R2 748.3 748.3 719.8
R1 729.0 729.0 714.8 738.5
PP 692.5 692.5 692.5 697.5
S1 673.3 673.3 704.5 683.0
S2 637.0 637.0 699.5
S3 581.5 617.8 694.3
S4 525.8 562.0 679.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 711.9 656.3 55.6 7.8% 21.8 3.1% 96% True False 155,945
10 711.9 597.1 114.8 16.2% 27.8 3.9% 98% True False 195,624
20 711.9 597.1 114.8 16.2% 27.8 3.9% 98% True False 202,306
40 733.0 597.1 135.9 19.2% 25.5 3.6% 83% False False 142,050
60 836.9 597.1 239.8 33.8% 25.5 3.6% 47% False False 94,722
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 5.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 803.3
2.618 768.3
1.618 746.8
1.000 733.5
0.618 725.3
HIGH 712.0
0.618 703.8
0.500 701.3
0.382 698.5
LOW 690.5
0.618 677.0
1.000 669.0
1.618 655.5
2.618 634.0
4.250 599.0
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 706.8 704.8
PP 704.0 699.8
S1 701.3 695.0

Download as Excel Spreadsheet

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

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