ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 734.7 716.3 -18.4 -2.5% 709.9
High 738.2 731.8 -6.4 -0.9% 768.4
Low 706.2 715.0 8.8 1.2% 703.7
Close 718.3 729.9 11.6 1.6% 759.5
Range 32.0 16.8 -15.2 -47.5% 64.7
ATR 27.2 26.5 -0.7 -2.7% 0.0
Volume 259,383 158,853 -100,530 -38.8% 872,444
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 776.0 769.8 739.3
R3 759.3 753.0 734.5
R2 742.3 742.3 733.0
R1 736.3 736.3 731.5 739.3
PP 725.5 725.5 725.5 727.0
S1 719.3 719.3 728.3 722.5
S2 708.8 708.8 726.8
S3 692.0 702.5 725.3
S4 675.3 685.8 720.8
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
5 768.4 706.2 62.2 8.5% 26.5 3.6% 38% False False 186,114
10 768.4 675.6 92.8 12.7% 26.0 3.6% 59% False False 178,399
20 768.4 648.4 120.0 16.4% 25.5 3.5% 68% False False 172,826
40 768.4 597.1 171.3 23.5% 27.0 3.7% 78% False False 199,140
60 768.4 597.1 171.3 23.5% 25.8 3.5% 78% False False 133,121
80 836.9 597.1 239.8 32.9% 23.5 3.2% 55% False False 99,852
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 803.3
2.618 775.8
1.618 759.0
1.000 748.5
0.618 742.3
HIGH 731.8
0.618 725.5
0.500 723.5
0.382 721.5
LOW 715.0
0.618 704.5
1.000 698.3
1.618 687.8
2.618 671.0
4.250 643.5
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 727.8 732.5
PP 725.5 731.8
S1 723.5 730.8

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

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