ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 712.3 702.3 -10.0 -1.4% 747.5
High 715.5 706.4 -9.1 -1.3% 749.5
Low 694.4 691.2 -3.2 -0.5% 713.1
Close 701.1 693.7 -7.4 -1.1% 718.5
Range 21.1 15.2 -5.9 -28.0% 36.4
ATR 24.6 23.9 -0.7 -2.7% 0.0
Volume 156,796 133,436 -23,360 -14.9% 761,513
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 742.8 733.5 702.0
R3 727.5 718.3 698.0
R2 712.3 712.3 696.5
R1 703.0 703.0 695.0 700.0
PP 697.0 697.0 697.0 695.5
S1 687.8 687.8 692.3 684.8
S2 682.0 682.0 691.0
S3 666.8 672.5 689.5
S4 651.5 657.5 685.3
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
5 747.5 691.2 56.3 8.1% 19.0 2.8% 4% False True 154,725
10 753.2 691.2 62.0 8.9% 22.8 3.3% 4% False True 154,168
20 768.4 691.2 77.2 11.1% 24.0 3.5% 3% False True 163,971
40 768.4 597.1 171.3 24.7% 26.0 3.7% 56% False False 175,527
60 768.4 597.1 171.3 24.7% 25.5 3.7% 56% False False 169,210
80 790.0 597.1 192.9 27.8% 26.5 3.8% 50% False False 126,941
100 854.2 597.1 257.1 37.1% 22.0 3.2% 38% False False 101,556
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 771.0
2.618 746.3
1.618 731.0
1.000 721.5
0.618 715.8
HIGH 706.5
0.618 700.5
0.500 698.8
0.382 697.0
LOW 691.3
0.618 681.8
1.000 676.0
1.618 666.5
2.618 651.5
4.250 626.5
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 698.8 710.5
PP 697.0 704.8
S1 695.5 699.3

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

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