ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 695.8 692.8 -3.0 -0.4% 712.7
High 700.3 711.8 11.5 1.6% 716.8
Low 675.6 691.5 15.9 2.4% 675.6
Close 692.6 710.9 18.3 2.6% 710.9
Range 24.7 20.3 -4.4 -17.8% 41.2
ATR 26.9 26.4 -0.5 -1.7% 0.0
Volume 207,301 140,148 -67,153 -32.4% 868,264
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 765.8 758.5 722.0
R3 745.3 738.3 716.5
R2 725.0 725.0 714.5
R1 718.0 718.0 712.8 721.5
PP 704.8 704.8 704.8 706.5
S1 697.8 697.8 709.0 701.3
S2 684.5 684.5 707.3
S3 664.3 677.3 705.3
S4 643.8 657.0 699.8
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 824.8 809.0 733.5
R3 783.5 767.8 722.3
R2 742.3 742.3 718.5
R1 726.5 726.5 714.8 713.8
PP 701.0 701.0 701.0 694.8
S1 685.5 685.5 707.0 672.8
S2 660.0 660.0 703.3
S3 618.8 644.3 699.5
S4 577.5 603.0 688.3
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 5.8% 27.0 3.8% 86% False False 173,652
10 716.8 656.3 60.5 8.5% 24.5 3.4% 90% False False 164,799
20 716.8 597.1 119.7 16.8% 27.8 3.9% 95% False False 191,289
40 733.0 597.1 135.9 19.1% 26.0 3.7% 84% False False 163,725
60 803.3 597.1 206.2 29.0% 27.3 3.8% 55% False False 109,191
80 854.2 597.1 257.1 36.2% 21.0 2.9% 44% False False 81,897
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 5.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 798.0
2.618 765.0
1.618 744.8
1.000 732.0
0.618 724.3
HIGH 711.8
0.618 704.0
0.500 701.8
0.382 699.3
LOW 691.5
0.618 679.0
1.000 671.3
1.618 658.8
2.618 638.3
4.250 605.3
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 707.8 705.3
PP 704.8 699.5
S1 701.8 693.8

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

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