ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 709.9 729.0 19.1 2.7% 712.7
High 734.4 738.0 3.6 0.5% 716.8
Low 705.8 710.0 4.2 0.6% 675.6
Close 731.2 712.4 -18.8 -2.6% 710.9
Range 28.6 28.0 -0.6 -2.1% 41.2
ATR 26.5 26.7 0.1 0.4% 0.0
Volume 145,477 178,965 33,488 23.0% 868,264
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 804.3 786.3 727.8
R3 776.3 758.3 720.0
R2 748.3 748.3 717.5
R1 730.3 730.3 715.0 725.3
PP 720.3 720.3 720.3 717.5
S1 702.3 702.3 709.8 697.3
S2 692.3 692.3 707.3
S3 664.3 674.3 704.8
S4 636.3 646.3 697.0
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
5 738.0 675.6 62.4 8.8% 24.5 3.4% 59% True False 167,048
10 738.0 675.6 62.4 8.8% 25.5 3.6% 59% True False 168,274
20 738.0 597.1 140.9 19.8% 27.8 3.9% 82% True False 187,083
40 738.0 597.1 140.9 19.8% 26.3 3.7% 82% True False 171,829
60 790.0 597.1 192.9 27.1% 27.5 3.9% 60% False False 114,598
80 854.2 597.1 257.1 36.1% 21.5 3.0% 45% False False 85,952
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 5.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 857.0
2.618 811.3
1.618 783.3
1.000 766.0
0.618 755.3
HIGH 738.0
0.618 727.3
0.500 724.0
0.382 720.8
LOW 710.0
0.618 692.8
1.000 682.0
1.618 664.8
2.618 636.8
4.250 591.0
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 724.0 714.8
PP 720.3 714.0
S1 716.3 713.3

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

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