ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 702.3 693.6 -8.7 -1.2% 747.5
High 706.4 693.6 -12.8 -1.8% 749.5
Low 691.2 671.1 -20.1 -2.9% 713.1
Close 693.7 671.9 -21.8 -3.1% 718.5
Range 15.2 22.5 7.3 48.0% 36.4
ATR 23.9 23.8 -0.1 -0.4% 0.0
Volume 133,436 146,404 12,968 9.7% 761,513
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 746.3 731.8 684.3
R3 723.8 709.3 678.0
R2 701.3 701.3 676.0
R1 686.8 686.8 674.0 682.8
PP 678.8 678.8 678.8 677.0
S1 664.3 664.3 669.8 660.3
S2 656.3 656.3 667.8
S3 633.8 641.8 665.8
S4 611.3 619.3 659.5
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
5 734.7 671.1 63.6 9.5% 19.3 2.9% 1% False True 151,909
10 749.5 671.1 78.4 11.7% 21.3 3.2% 1% False True 148,186
20 768.4 671.1 97.3 14.5% 24.0 3.6% 1% False True 162,215
40 768.4 597.1 171.3 25.5% 25.5 3.8% 44% False False 174,122
60 768.4 597.1 171.3 25.5% 25.8 3.8% 44% False False 171,647
80 770.2 597.1 173.1 25.8% 26.5 3.9% 43% False False 128,771
100 854.2 597.1 257.1 38.3% 22.3 3.3% 29% False False 103,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 789.3
2.618 752.5
1.618 730.0
1.000 716.0
0.618 707.5
HIGH 693.5
0.618 685.0
0.500 682.3
0.382 679.8
LOW 671.0
0.618 657.3
1.000 648.5
1.618 634.8
2.618 612.3
4.250 575.5
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 682.3 693.3
PP 678.8 686.3
S1 675.5 679.0

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

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