ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 747.1 747.2 0.1 0.0% 676.6
High 752.9 753.3 0.4 0.1% 745.8
Low 730.0 719.4 -10.6 -1.5% 675.2
Close 747.0 722.7 -24.3 -3.3% 732.9
Range 22.9 33.9 11.0 48.0% 70.6
ATR 22.8 23.6 0.8 3.5% 0.0
Volume 179,016 182,353 3,337 1.9% 753,247
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 833.5 812.0 741.3
R3 799.5 778.0 732.0
R2 765.8 765.8 729.0
R1 744.3 744.3 725.8 738.0
PP 731.8 731.8 731.8 728.8
S1 710.3 710.3 719.5 704.0
S2 698.0 698.0 716.5
S3 664.0 676.5 713.5
S4 630.0 642.5 704.0
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
5 753.3 719.4 33.9 4.7% 20.3 2.8% 10% True True 154,649
10 753.3 661.5 91.8 12.7% 22.0 3.1% 67% True False 146,788
20 753.3 661.5 91.8 12.7% 21.8 3.0% 67% True False 147,487
40 768.4 661.5 106.9 14.8% 24.0 3.3% 57% False False 159,531
60 768.4 597.1 171.3 23.7% 25.0 3.5% 73% False False 175,060
80 768.4 597.1 171.3 23.7% 25.0 3.4% 73% False False 147,106
100 836.9 597.1 239.8 33.2% 24.5 3.4% 52% False False 117,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 897.5
2.618 842.0
1.618 808.3
1.000 787.3
0.618 774.3
HIGH 753.3
0.618 740.3
0.500 736.3
0.382 732.3
LOW 719.5
0.618 698.5
1.000 685.5
1.618 664.5
2.618 630.8
4.250 575.3
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 736.3 736.3
PP 731.8 731.8
S1 727.3 727.3

Download as Excel Spreadsheet

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

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