ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 676.6 694.7 18.1 2.7% 712.3
High 698.0 707.3 9.3 1.3% 715.5
Low 675.2 689.7 14.5 2.1% 661.5
Close 697.1 696.4 -0.7 -0.1% 664.0
Range 22.8 17.6 -5.2 -22.8% 54.0
ATR 24.1 23.7 -0.5 -1.9% 0.0
Volume 157,184 150,075 -7,109 -4.5% 501,357
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 750.5 741.0 706.0
R3 733.0 723.5 701.3
R2 715.5 715.5 699.8
R1 706.0 706.0 698.0 710.8
PP 697.8 697.8 697.8 700.3
S1 688.3 688.3 694.8 693.0
S2 680.3 680.3 693.3
S3 662.5 670.8 691.5
S4 645.0 653.0 686.8
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
5 707.3 661.5 45.8 6.6% 19.0 2.7% 76% True False 130,364
10 747.5 661.5 86.0 12.3% 20.0 2.9% 41% False False 144,057
20 755.3 661.5 93.8 13.5% 22.8 3.3% 37% False False 155,197
40 768.4 597.1 171.3 24.6% 24.5 3.5% 58% False False 167,049
60 768.4 597.1 171.3 24.6% 25.5 3.7% 58% False False 177,824
80 768.4 597.1 171.3 24.6% 26.0 3.7% 58% False False 133,417
100 836.9 597.1 239.8 34.4% 23.0 3.3% 41% False False 106,739
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 5.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 782.0
2.618 753.5
1.618 735.8
1.000 725.0
0.618 718.3
HIGH 707.3
0.618 700.5
0.500 698.5
0.382 696.5
LOW 689.8
0.618 678.8
1.000 672.0
1.618 661.3
2.618 643.5
4.250 615.0
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 698.5 692.5
PP 697.8 688.5
S1 697.0 684.5

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

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