ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 735.5 734.3 -1.2 -0.2% 676.6
High 740.7 745.8 5.1 0.7% 745.8
Low 729.4 731.5 2.1 0.3% 675.2
Close 731.7 732.9 1.2 0.2% 732.9
Range 11.3 14.3 3.0 26.5% 70.6
ATR 24.6 23.9 -0.7 -3.0% 0.0
Volume 124,468 123,329 -1,139 -0.9% 753,247
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 779.8 770.5 740.8
R3 765.3 756.3 736.8
R2 751.0 751.0 735.5
R1 742.0 742.0 734.3 739.3
PP 736.8 736.8 736.8 735.5
S1 727.8 727.8 731.5 725.0
S2 722.5 722.5 730.3
S3 708.3 713.3 729.0
S4 693.8 699.0 725.0
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 929.8 902.0 771.8
R3 859.3 831.3 752.3
R2 788.5 788.5 745.8
R1 760.8 760.8 739.3 774.8
PP 718.0 718.0 718.0 725.0
S1 690.3 690.3 726.5 704.0
S2 647.3 647.3 720.0
S3 576.8 619.5 713.5
S4 506.3 549.0 694.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 745.8 675.2 70.6 9.6% 23.5 3.2% 82% True False 150,649
10 745.8 661.5 84.3 11.5% 21.0 2.9% 85% True False 137,815
20 755.3 661.5 93.8 12.8% 22.3 3.0% 76% False False 147,655
40 768.4 650.0 118.4 16.2% 24.3 3.3% 70% False False 160,375
60 768.4 597.1 171.3 23.4% 25.8 3.5% 79% False False 183,092
80 768.4 597.1 171.3 23.4% 24.8 3.4% 79% False False 138,985
100 836.9 597.1 239.8 32.7% 23.8 3.2% 57% False False 111,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 806.5
2.618 783.3
1.618 769.0
1.000 760.0
0.618 754.8
HIGH 745.8
0.618 740.3
0.500 738.8
0.382 737.0
LOW 731.5
0.618 722.8
1.000 717.3
1.618 708.3
2.618 694.0
4.250 670.8
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 738.8 727.3
PP 736.8 721.8
S1 734.8 716.3

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

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