ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 725.3 716.7 -8.6 -1.2% 747.5
High 734.7 729.7 -5.0 -0.7% 749.5
Low 714.0 713.1 -0.9 -0.1% 713.1
Close 718.0 718.5 0.5 0.1% 718.5
Range 20.7 16.6 -4.1 -19.8% 36.4
ATR 25.2 24.6 -0.6 -2.4% 0.0
Volume 199,362 123,550 -75,812 -38.0% 761,513
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 770.3 761.0 727.8
R3 753.8 744.3 723.0
R2 737.0 737.0 721.5
R1 727.8 727.8 720.0 732.5
PP 720.5 720.5 720.5 722.8
S1 711.3 711.3 717.0 715.8
S2 703.8 703.8 715.5
S3 687.3 694.5 714.0
S4 670.8 678.0 709.3
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 836.3 813.8 738.5
R3 799.8 777.3 728.5
R2 763.5 763.5 725.3
R1 741.0 741.0 721.8 734.0
PP 727.0 727.0 727.0 723.5
S1 704.5 704.5 715.3 697.5
S2 690.8 690.8 711.8
S3 654.3 668.3 708.5
S4 617.8 631.8 698.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 749.5 713.1 36.4 5.1% 21.5 3.0% 15% False True 152,302
10 755.3 710.2 45.1 6.3% 23.5 3.3% 18% False False 155,686
20 768.4 703.7 64.7 9.0% 25.0 3.5% 23% False False 165,682
40 768.4 597.1 171.3 23.8% 26.5 3.7% 71% False False 178,485
60 768.4 597.1 171.3 23.8% 25.8 3.6% 71% False False 164,377
80 803.3 597.1 206.2 28.7% 26.8 3.7% 59% False False 123,314
100 854.2 597.1 257.1 35.8% 21.8 3.0% 47% False False 98,654
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 800.3
2.618 773.3
1.618 756.5
1.000 746.3
0.618 740.0
HIGH 729.8
0.618 723.3
0.500 721.5
0.382 719.5
LOW 713.0
0.618 702.8
1.000 696.5
1.618 686.3
2.618 669.8
4.250 642.5
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 721.5 730.3
PP 720.5 726.3
S1 719.5 722.5

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

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