ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 715.5 720.6 5.1 0.7% 747.2
High 730.8 744.1 13.3 1.8% 755.3
Low 710.2 719.7 9.5 1.3% 710.2
Close 721.5 742.7 21.2 2.9% 742.7
Range 20.6 24.4 3.8 18.4% 45.1
ATR 26.2 26.1 -0.1 -0.5% 0.0
Volume 165,662 118,058 -47,604 -28.7% 795,351
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 808.8 800.0 756.0
R3 784.3 775.8 749.5
R2 760.0 760.0 747.3
R1 751.3 751.3 745.0 755.5
PP 735.5 735.5 735.5 737.8
S1 727.0 727.0 740.5 731.3
S2 711.0 711.0 738.3
S3 686.8 702.5 736.0
S4 662.3 678.0 729.3
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 871.3 852.3 767.5
R3 826.3 807.0 755.0
R2 781.3 781.3 751.0
R1 762.0 762.0 746.8 749.0
PP 736.0 736.0 736.0 729.5
S1 716.8 716.8 738.5 704.0
S2 691.0 691.0 734.5
S3 645.8 671.8 730.3
S4 600.8 626.8 718.0
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 6.1% 25.8 3.5% 72% False False 159,070
10 758.9 706.2 52.7 7.1% 25.5 3.4% 69% False False 167,968
20 768.4 675.6 92.8 12.5% 26.5 3.6% 72% False False 171,019
40 768.4 597.1 171.3 23.1% 27.0 3.6% 85% False False 186,663
60 768.4 597.1 171.3 23.1% 26.0 3.5% 85% False False 151,706
80 836.9 597.1 239.8 32.3% 25.8 3.5% 61% False False 113,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 847.8
2.618 808.0
1.618 783.5
1.000 768.5
0.618 759.3
HIGH 744.0
0.618 734.8
0.500 732.0
0.382 729.0
LOW 719.8
0.618 704.5
1.000 695.3
1.618 680.3
2.618 655.8
4.250 616.0
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 739.0 739.0
PP 735.5 735.3
S1 732.0 731.8

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

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