ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 702.4 695.8 -6.6 -0.9% 661.7
High 709.9 700.3 -9.6 -1.4% 711.9
Low 688.9 675.6 -13.3 -1.9% 656.3
Close 694.6 692.6 -2.0 -0.3% 709.6
Range 21.0 24.7 3.7 17.6% 55.6
ATR 27.0 26.9 -0.2 -0.6% 0.0
Volume 163,349 207,301 43,952 26.9% 779,727
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 763.5 752.8 706.3
R3 739.0 728.0 699.5
R2 714.3 714.3 697.3
R1 703.5 703.5 694.8 696.5
PP 689.5 689.5 689.5 686.0
S1 678.8 678.8 690.3 671.8
S2 664.8 664.8 688.0
S3 640.0 654.0 685.8
S4 615.5 629.3 679.0
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
5 716.8 675.6 41.2 5.9% 27.3 3.9% 41% False True 174,044
10 716.8 650.0 66.8 9.6% 25.0 3.6% 64% False False 170,662
20 716.8 597.1 119.7 17.3% 28.0 4.1% 80% False False 195,241
40 733.0 597.1 135.9 19.6% 26.3 3.8% 70% False False 160,223
60 803.8 597.1 206.7 29.8% 27.0 3.9% 46% False False 106,856
80 854.2 597.1 257.1 37.1% 20.8 3.0% 37% False False 80,146
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 True
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 805.3
2.618 765.0
1.618 740.3
1.000 725.0
0.618 715.5
HIGH 700.3
0.618 690.8
0.500 688.0
0.382 685.0
LOW 675.5
0.618 660.3
1.000 651.0
1.618 635.8
2.618 611.0
4.250 570.5
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 691.0 693.5
PP 689.5 693.3
S1 688.0 693.0

Download as Excel Spreadsheet

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

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