ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 747.2 743.7 -3.5 -0.5% 753.5
High 750.4 755.3 4.9 0.7% 758.9
Low 727.6 733.2 5.6 0.8% 706.2
Close 743.5 752.8 9.3 1.3% 744.7
Range 22.8 22.1 -0.7 -3.1% 52.7
ATR 26.1 25.8 -0.3 -1.1% 0.0
Volume 149,146 156,264 7,118 4.8% 884,336
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 813.5 805.3 765.0
R3 791.3 783.0 759.0
R2 769.3 769.3 756.8
R1 761.0 761.0 754.8 765.0
PP 747.0 747.0 747.0 749.3
S1 739.0 739.0 750.8 743.0
S2 725.0 725.0 748.8
S3 703.0 716.8 746.8
S4 680.8 694.8 740.8
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
5 755.3 715.0 40.3 5.4% 22.5 3.0% 94% True False 156,900
10 768.4 703.7 64.7 8.6% 25.5 3.4% 76% False False 173,774
20 768.4 675.6 92.8 12.3% 25.5 3.4% 83% False False 171,024
40 768.4 597.1 171.3 22.8% 26.8 3.5% 91% False False 190,412
60 768.4 597.1 171.3 22.8% 25.5 3.4% 91% False False 143,543
80 836.9 597.1 239.8 31.9% 24.8 3.3% 65% False False 107,672
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 849.3
2.618 813.3
1.618 791.0
1.000 777.5
0.618 769.0
HIGH 755.3
0.618 746.8
0.500 744.3
0.382 741.8
LOW 733.3
0.618 719.5
1.000 711.0
1.618 697.5
2.618 675.3
4.250 639.3
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 750.0 749.0
PP 747.0 745.3
S1 744.3 741.5

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

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