ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 685.6 702.4 16.8 2.5% 661.7
High 711.4 709.9 -1.5 -0.2% 711.9
Low 676.8 688.9 12.1 1.8% 656.3
Close 709.0 694.6 -14.4 -2.0% 709.6
Range 34.6 21.0 -13.6 -39.3% 55.6
ATR 27.5 27.0 -0.5 -1.7% 0.0
Volume 206,604 163,349 -43,255 -20.9% 779,727
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 760.8 748.8 706.3
R3 739.8 727.8 700.5
R2 718.8 718.8 698.5
R1 706.8 706.8 696.5 702.3
PP 697.8 697.8 697.8 695.5
S1 685.8 685.8 692.8 681.3
S2 676.8 676.8 690.8
S3 655.8 664.8 688.8
S4 634.8 643.8 683.0
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 5.8% 25.8 3.7% 45% False False 163,132
10 716.8 648.4 68.4 9.8% 24.8 3.6% 68% False False 167,253
20 716.8 597.1 119.7 17.2% 28.5 4.1% 81% False False 201,301
40 733.0 597.1 135.9 19.6% 26.0 3.8% 72% False False 155,061
60 812.2 597.1 215.1 31.0% 26.8 3.9% 45% False False 103,401
80 854.2 597.1 257.1 37.0% 20.5 2.9% 38% False False 77,554
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 799.3
2.618 765.0
1.618 744.0
1.000 731.0
0.618 723.0
HIGH 710.0
0.618 702.0
0.500 699.5
0.382 697.0
LOW 689.0
0.618 676.0
1.000 668.0
1.618 655.0
2.618 634.0
4.250 599.8
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 699.5 696.8
PP 697.8 696.0
S1 696.3 695.3

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

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