ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 747.5 734.1 -13.4 -1.8% 747.2
High 749.5 745.2 -4.3 -0.6% 755.3
Low 726.1 720.0 -6.1 -0.8% 710.2
Close 733.8 739.3 5.5 0.7% 742.7
Range 23.4 25.2 1.8 7.7% 45.1
ATR 25.9 25.9 -0.1 -0.2% 0.0
Volume 129,550 148,567 19,017 14.7% 795,351
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 810.5 800.0 753.3
R3 785.3 774.8 746.3
R2 760.0 760.0 744.0
R1 749.8 749.8 741.5 754.8
PP 734.8 734.8 734.8 737.5
S1 724.5 724.5 737.0 729.8
S2 709.8 709.8 734.8
S3 684.5 699.3 732.3
S4 659.3 674.0 725.5
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
5 753.2 710.2 43.0 5.8% 26.5 3.6% 68% False False 153,611
10 755.3 710.2 45.1 6.1% 24.5 3.3% 65% False False 155,256
20 768.4 675.6 92.8 12.6% 25.5 3.4% 69% False False 167,052
40 768.4 597.1 171.3 23.2% 27.3 3.7% 83% False False 185,331
60 768.4 597.1 171.3 23.2% 26.0 3.5% 83% False False 156,339
80 825.5 597.1 228.4 30.9% 26.3 3.6% 62% False False 117,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 852.3
2.618 811.3
1.618 786.0
1.000 770.5
0.618 760.8
HIGH 745.3
0.618 735.5
0.500 732.5
0.382 729.8
LOW 720.0
0.618 704.5
1.000 694.8
1.618 679.3
2.618 654.0
4.250 613.0
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 737.0 737.8
PP 734.8 736.3
S1 732.5 734.5

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

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