ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 712.7 685.6 -27.1 -3.8% 661.7
High 716.8 711.4 -5.4 -0.8% 711.9
Low 682.3 676.8 -5.5 -0.8% 656.3
Close 686.3 709.0 22.7 3.3% 709.6
Range 34.5 34.6 0.1 0.3% 55.6
ATR 26.9 27.5 0.5 2.0% 0.0
Volume 150,862 206,604 55,742 36.9% 779,727
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 802.8 790.5 728.0
R3 768.3 756.0 718.5
R2 733.8 733.8 715.3
R1 721.3 721.3 712.3 727.5
PP 699.0 699.0 699.0 702.3
S1 686.8 686.8 705.8 693.0
S2 664.5 664.5 702.8
S3 629.8 652.3 699.5
S4 595.3 617.5 690.0
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
5 716.8 676.8 40.0 5.6% 26.8 3.8% 81% False True 169,501
10 716.8 635.5 81.3 11.5% 25.0 3.5% 90% False False 172,113
20 716.8 597.1 119.7 16.9% 29.0 4.1% 93% False False 203,610
40 733.0 597.1 135.9 19.2% 26.5 3.7% 82% False False 150,983
60 825.5 597.1 228.4 32.2% 26.5 3.8% 49% False False 100,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 858.5
2.618 802.0
1.618 767.5
1.000 746.0
0.618 732.8
HIGH 711.5
0.618 698.3
0.500 694.0
0.382 690.0
LOW 676.8
0.618 655.5
1.000 642.3
1.618 620.8
2.618 586.3
4.250 529.8
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 704.0 705.0
PP 699.0 700.8
S1 694.0 696.8

Download as Excel Spreadsheet

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

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