ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 692.0 735.5 43.5 6.3% 712.3
High 737.5 740.7 3.2 0.4% 715.5
Low 686.6 729.4 42.8 6.2% 661.5
Close 736.7 731.7 -5.0 -0.7% 664.0
Range 50.9 11.3 -39.6 -77.8% 54.0
ATR 25.6 24.6 -1.0 -4.0% 0.0
Volume 198,191 124,468 -73,723 -37.2% 501,357
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 767.8 761.0 738.0
R3 756.5 749.8 734.8
R2 745.3 745.3 733.8
R1 738.5 738.5 732.8 736.3
PP 734.0 734.0 734.0 732.8
S1 727.3 727.3 730.8 725.0
S2 722.8 722.8 729.8
S3 711.3 715.8 728.5
S4 700.0 704.5 725.5
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
5 740.7 661.5 79.2 10.8% 24.0 3.3% 89% True False 138,927
10 740.7 661.5 79.2 10.8% 21.5 3.0% 89% True False 145,418
20 755.3 661.5 93.8 12.8% 23.3 3.2% 75% False False 150,418
40 768.4 648.4 120.0 16.4% 24.3 3.3% 69% False False 161,622
60 768.4 597.1 171.3 23.4% 25.8 3.5% 79% False False 182,899
80 768.4 597.1 171.3 23.4% 25.0 3.4% 79% False False 137,445
100 836.9 597.1 239.8 32.8% 23.5 3.2% 56% False False 109,966
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 4.5
Narrowest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 788.8
2.618 770.3
1.618 759.0
1.000 752.0
0.618 747.8
HIGH 740.8
0.618 736.5
0.500 735.0
0.382 733.8
LOW 729.5
0.618 722.5
1.000 718.0
1.618 711.0
2.618 699.8
4.250 681.5
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 735.0 725.8
PP 734.0 719.8
S1 732.8 713.8

Download as Excel Spreadsheet

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

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