ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 725.5 746.1 20.6 2.8% 753.5
High 750.8 749.6 -1.2 -0.2% 758.9
Low 715.1 734.1 19.0 2.7% 706.2
Close 746.0 744.7 -1.3 -0.2% 744.7
Range 35.7 15.5 -20.2 -56.6% 52.7
ATR 27.1 26.3 -0.8 -3.1% 0.0
Volume 178,606 141,633 -36,973 -20.7% 884,336
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 789.3 782.5 753.3
R3 773.8 767.0 749.0
R2 758.3 758.3 747.5
R1 751.5 751.5 746.0 747.3
PP 742.8 742.8 742.8 740.5
S1 736.0 736.0 743.3 731.8
S2 727.3 727.3 741.8
S3 711.8 720.5 740.5
S4 696.3 705.0 736.3
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 894.8 872.5 773.8
R3 842.0 819.8 759.3
R2 789.3 789.3 754.3
R1 767.0 767.0 749.5 751.8
PP 736.5 736.5 736.5 729.0
S1 714.3 714.3 739.8 699.0
S2 684.0 684.0 735.0
S3 631.3 661.5 730.3
S4 578.5 609.0 715.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 758.9 706.2 52.7 7.1% 25.3 3.4% 73% False False 176,867
10 768.4 703.7 64.7 8.7% 26.5 3.6% 63% False False 175,678
20 768.4 656.3 112.1 15.1% 25.5 3.4% 79% False False 170,238
40 768.4 597.1 171.3 23.0% 26.8 3.6% 86% False False 198,403
60 768.4 597.1 171.3 23.0% 25.0 3.4% 86% False False 138,455
80 836.9 597.1 239.8 32.2% 24.3 3.2% 62% False False 103,855
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 815.5
2.618 790.3
1.618 774.8
1.000 765.0
0.618 759.3
HIGH 749.5
0.618 743.8
0.500 741.8
0.382 740.0
LOW 734.0
0.618 724.5
1.000 718.5
1.618 709.0
2.618 693.5
4.250 668.3
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 743.8 740.8
PP 742.8 736.8
S1 741.8 733.0

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

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