ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 764.0 753.5 -10.5 -1.4% 709.9
High 767.8 758.9 -8.9 -1.2% 768.4
Low 756.3 732.2 -24.1 -3.2% 703.7
Close 759.5 739.3 -20.2 -2.7% 759.5
Range 11.5 26.7 15.2 132.2% 64.7
ATR 26.7 26.8 0.0 0.1% 0.0
Volume 133,715 145,861 12,146 9.1% 872,444
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 823.5 808.3 754.0
R3 796.8 781.5 746.8
R2 770.3 770.3 744.3
R1 754.8 754.8 741.8 749.0
PP 743.5 743.5 743.5 740.8
S1 728.0 728.0 736.8 722.5
S2 716.8 716.8 734.5
S3 690.0 701.3 732.0
S4 663.3 674.8 724.5
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 938.0 913.5 795.0
R3 873.3 848.8 777.3
R2 808.5 808.5 771.3
R1 784.0 784.0 765.5 796.3
PP 743.8 743.8 743.8 750.0
S1 719.3 719.3 753.5 731.5
S2 679.3 679.3 747.8
S3 614.5 654.8 741.8
S4 549.8 590.0 724.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 768.4 703.7 64.7 8.8% 27.5 3.7% 55% False False 174,565
10 768.4 675.6 92.8 12.6% 26.8 3.6% 69% False False 173,570
20 768.4 597.1 171.3 23.2% 26.5 3.6% 83% False False 178,901
40 768.4 597.1 171.3 23.2% 27.0 3.7% 83% False False 189,138
60 768.4 597.1 171.3 23.2% 27.0 3.7% 83% False False 126,157
80 836.9 597.1 239.8 32.4% 23.0 3.1% 59% False False 94,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 872.5
2.618 828.8
1.618 802.0
1.000 785.5
0.618 775.5
HIGH 759.0
0.618 748.8
0.500 745.5
0.382 742.5
LOW 732.3
0.618 715.8
1.000 705.5
1.618 689.0
2.618 662.3
4.250 618.8
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 745.5 745.5
PP 743.5 743.5
S1 741.5 741.5

Download as Excel Spreadsheet

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

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