ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 729.0 712.6 -16.4 -2.2% 712.7
High 738.0 728.9 -9.1 -1.2% 716.8
Low 710.0 703.7 -6.3 -0.9% 675.6
Close 712.4 722.8 10.4 1.5% 710.9
Range 28.0 25.2 -2.8 -10.0% 41.2
ATR 26.7 26.5 -0.1 -0.4% 0.0
Volume 178,965 181,525 2,560 1.4% 868,264
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 794.0 783.8 736.8
R3 768.8 758.5 729.8
R2 743.8 743.8 727.5
R1 733.3 733.3 725.0 738.5
PP 718.5 718.5 718.5 721.0
S1 708.0 708.0 720.5 713.3
S2 693.3 693.3 718.3
S3 668.0 682.8 715.8
S4 642.8 657.8 709.0
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 8.6% 25.3 3.5% 76% False False 170,683
10 738.0 675.6 62.4 8.6% 25.5 3.5% 76% False False 166,907
20 738.0 597.1 140.9 19.5% 27.3 3.8% 89% False False 186,028
40 738.0 597.1 140.9 19.5% 26.5 3.7% 89% False False 176,362
60 770.2 597.1 173.1 23.9% 27.3 3.8% 73% False False 117,622
80 854.2 597.1 257.1 35.6% 22.0 3.0% 49% False False 88,222
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 5.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 836.0
2.618 794.8
1.618 769.8
1.000 754.0
0.618 744.5
HIGH 729.0
0.618 719.3
0.500 716.3
0.382 713.3
LOW 703.8
0.618 688.3
1.000 678.5
1.618 663.0
2.618 637.8
4.250 596.5
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 720.8 722.3
PP 718.5 721.5
S1 716.3 720.8

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

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