ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 752.7 715.5 -37.2 -4.9% 753.5
High 753.2 730.8 -22.4 -3.0% 758.9
Low 714.8 710.2 -4.6 -0.6% 706.2
Close 715.7 721.5 5.8 0.8% 744.7
Range 38.4 20.6 -17.8 -46.4% 52.7
ATR 26.7 26.2 -0.4 -1.6% 0.0
Volume 206,221 165,662 -40,559 -19.7% 884,336
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 782.8 772.8 732.8
R3 762.0 752.0 727.3
R2 741.5 741.5 725.3
R1 731.5 731.5 723.5 736.5
PP 720.8 720.8 720.8 723.3
S1 710.8 710.8 719.5 715.8
S2 700.3 700.3 717.8
S3 679.8 690.3 715.8
S4 659.0 669.8 710.3
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
5 755.3 710.2 45.1 6.3% 24.0 3.3% 25% False True 163,785
10 767.8 706.2 61.6 8.5% 24.3 3.4% 25% False False 169,534
20 768.4 675.6 92.8 12.9% 26.3 3.6% 49% False False 172,222
40 768.4 597.1 171.3 23.7% 26.8 3.7% 73% False False 187,836
60 768.4 597.1 171.3 23.7% 26.3 3.6% 73% False False 149,740
80 836.9 597.1 239.8 33.2% 25.5 3.5% 52% False False 112,321
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 4.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 818.3
2.618 784.8
1.618 764.3
1.000 751.5
0.618 743.5
HIGH 730.8
0.618 723.0
0.500 720.5
0.382 718.0
LOW 710.3
0.618 697.5
1.000 689.5
1.618 676.8
2.618 656.3
4.250 622.8
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 721.3 732.8
PP 720.8 729.0
S1 720.5 725.3

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

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