ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 712.6 724.8 12.2 1.7% 712.7
High 728.9 768.4 39.5 5.4% 716.8
Low 703.7 722.7 19.0 2.7% 675.6
Close 722.8 763.2 40.4 5.6% 710.9
Range 25.2 45.7 20.5 81.3% 41.2
ATR 26.5 27.9 1.4 5.2% 0.0
Volume 181,525 232,762 51,237 28.2% 868,264
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 888.5 871.5 788.3
R3 842.8 825.8 775.8
R2 797.3 797.3 771.5
R1 780.3 780.3 767.5 788.8
PP 751.5 751.5 751.5 755.8
S1 734.5 734.5 759.0 743.0
S2 705.8 705.8 754.8
S3 660.0 688.8 750.8
S4 614.3 643.0 738.0
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
5 768.4 691.5 76.9 10.1% 29.5 3.9% 93% True False 175,775
10 768.4 675.6 92.8 12.2% 28.5 3.7% 94% True False 174,909
20 768.4 597.1 171.3 22.4% 28.3 3.7% 97% True False 187,707
40 768.4 597.1 171.3 22.4% 27.3 3.6% 97% True False 182,176
60 770.2 597.1 173.1 22.7% 27.8 3.6% 96% False False 121,500
80 854.2 597.1 257.1 33.7% 22.5 2.9% 65% False False 91,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 962.5
2.618 888.0
1.618 842.3
1.000 814.0
0.618 796.8
HIGH 768.5
0.618 751.0
0.500 745.5
0.382 740.3
LOW 722.8
0.618 694.5
1.000 677.0
1.618 648.8
2.618 603.0
4.250 528.5
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 757.3 754.3
PP 751.5 745.0
S1 745.5 736.0

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

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