ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 693.6 668.7 -24.9 -3.6% 712.3
High 693.6 679.0 -14.6 -2.1% 715.5
Low 671.1 661.5 -9.6 -1.4% 661.5
Close 671.9 664.0 -7.9 -1.2% 664.0
Range 22.5 17.5 -5.0 -22.2% 54.0
ATR 23.8 23.4 -0.5 -1.9% 0.0
Volume 146,404 64,721 -81,683 -55.8% 501,357
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 720.8 709.8 673.5
R3 703.3 692.3 668.8
R2 685.8 685.8 667.3
R1 674.8 674.8 665.5 671.5
PP 668.3 668.3 668.3 666.5
S1 657.3 657.3 662.5 654.0
S2 650.8 650.8 660.8
S3 633.3 639.8 659.3
S4 615.8 622.3 654.5
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 842.3 807.3 693.8
R3 788.3 753.3 678.8
R2 734.3 734.3 674.0
R1 699.3 699.3 669.0 689.8
PP 680.3 680.3 680.3 675.5
S1 645.3 645.3 659.0 635.8
S2 626.3 626.3 654.0
S3 572.3 591.3 649.3
S4 518.3 537.3 634.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 729.7 661.5 68.2 10.3% 18.5 2.8% 4% False True 124,981
10 749.5 661.5 88.0 13.3% 20.8 3.1% 3% False True 138,092
20 767.8 661.5 106.3 16.0% 22.5 3.4% 2% False True 153,813
40 768.4 597.1 171.3 25.8% 25.3 3.8% 39% False False 170,760
60 768.4 597.1 171.3 25.8% 25.8 3.9% 39% False False 172,722
80 770.2 597.1 173.1 26.1% 26.5 4.0% 39% False False 129,579
100 854.2 597.1 257.1 38.7% 22.5 3.4% 26% False False 103,667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 5.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 753.5
2.618 724.8
1.618 707.3
1.000 696.5
0.618 689.8
HIGH 679.0
0.618 672.3
0.500 670.3
0.382 668.3
LOW 661.5
0.618 650.8
1.000 644.0
1.618 633.3
2.618 615.8
4.250 587.0
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 670.3 684.0
PP 668.3 677.3
S1 666.0 670.8

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

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