ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 743.7 752.7 9.0 1.2% 753.5
High 755.3 753.2 -2.1 -0.3% 758.9
Low 733.2 714.8 -18.4 -2.5% 706.2
Close 752.8 715.7 -37.1 -4.9% 744.7
Range 22.1 38.4 16.3 73.8% 52.7
ATR 25.8 26.7 0.9 3.5% 0.0
Volume 156,264 206,221 49,957 32.0% 884,336
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 843.0 817.8 736.8
R3 804.8 779.5 726.3
R2 766.3 766.3 722.8
R1 741.0 741.0 719.3 734.5
PP 728.0 728.0 728.0 724.5
S1 702.5 702.5 712.3 696.0
S2 689.5 689.5 708.8
S3 651.0 664.3 705.3
S4 612.8 625.8 694.5
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
5 755.3 714.8 40.5 5.7% 27.0 3.8% 2% False True 166,374
10 768.4 706.2 62.2 8.7% 26.8 3.7% 15% False False 176,244
20 768.4 675.6 92.8 13.0% 26.0 3.6% 43% False False 171,576
40 768.4 597.1 171.3 23.9% 26.8 3.7% 69% False False 188,846
60 768.4 597.1 171.3 23.9% 26.0 3.6% 69% False False 146,979
80 836.9 597.1 239.8 33.5% 25.3 3.5% 49% False False 110,250
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 4.4
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 916.5
2.618 853.8
1.618 815.3
1.000 791.5
0.618 777.0
HIGH 753.3
0.618 738.5
0.500 734.0
0.382 729.5
LOW 714.8
0.618 691.0
1.000 676.5
1.618 652.8
2.618 614.3
4.250 551.5
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 734.0 735.0
PP 728.0 728.5
S1 721.8 722.3

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

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