ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 692.8 709.9 17.1 2.5% 712.7
High 711.8 734.4 22.6 3.2% 716.8
Low 691.5 705.8 14.3 2.1% 675.6
Close 710.9 731.2 20.3 2.9% 710.9
Range 20.3 28.6 8.3 40.9% 41.2
ATR 26.4 26.5 0.2 0.6% 0.0
Volume 140,148 145,477 5,329 3.8% 868,264
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 809.5 799.0 747.0
R3 781.0 770.5 739.0
R2 752.5 752.5 736.5
R1 741.8 741.8 733.8 747.0
PP 723.8 723.8 723.8 726.5
S1 713.3 713.3 728.5 718.5
S2 695.3 695.3 726.0
S3 666.5 684.5 723.3
S4 638.0 656.0 715.5
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
5 734.4 675.6 58.8 8.0% 25.8 3.5% 95% True False 172,575
10 734.4 673.5 60.9 8.3% 24.5 3.3% 95% True False 165,534
20 734.4 597.1 137.3 18.8% 28.0 3.8% 98% True False 188,958
40 734.4 597.1 137.3 18.8% 26.3 3.6% 98% True False 167,359
60 803.3 597.1 206.2 28.2% 27.3 3.7% 65% False False 111,616
80 854.2 597.1 257.1 35.2% 21.3 2.9% 52% False False 83,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 856.0
2.618 809.3
1.618 780.8
1.000 763.0
0.618 752.0
HIGH 734.5
0.618 723.5
0.500 720.0
0.382 716.8
LOW 705.8
0.618 688.3
1.000 677.3
1.618 659.5
2.618 631.0
4.250 584.3
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 727.5 722.5
PP 723.8 713.8
S1 720.0 705.0

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

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