ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 747.2 721.2 -26.0 -3.5% 739.6
High 753.3 748.9 -4.4 -0.6% 753.3
Low 719.4 716.7 -2.7 -0.4% 716.7
Close 722.7 746.6 23.9 3.3% 746.6
Range 33.9 32.2 -1.7 -5.0% 36.6
ATR 23.6 24.2 0.6 2.6% 0.0
Volume 182,353 107,309 -75,044 -41.2% 757,228
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 834.0 822.5 764.3
R3 801.8 790.3 755.5
R2 769.5 769.5 752.5
R1 758.0 758.0 749.5 763.8
PP 737.5 737.5 737.5 740.3
S1 726.0 726.0 743.8 731.8
S2 705.3 705.3 740.8
S3 673.0 693.8 737.8
S4 640.8 661.5 729.0
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 848.8 834.3 766.8
R3 812.0 797.8 756.8
R2 775.5 775.5 753.3
R1 761.0 761.0 750.0 768.3
PP 738.8 738.8 738.8 742.5
S1 724.5 724.5 743.3 731.8
S2 702.3 702.3 740.0
S3 665.8 687.8 736.5
S4 629.0 651.3 726.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 753.3 716.7 36.6 4.9% 23.8 3.2% 82% False True 151,445
10 753.3 675.2 78.1 10.5% 23.5 3.2% 91% False False 151,047
20 753.3 661.5 91.8 12.3% 22.3 3.0% 93% False False 144,570
40 768.4 661.5 106.9 14.3% 24.3 3.2% 80% False False 158,396
60 768.4 597.1 171.3 22.9% 25.3 3.4% 87% False False 173,414
80 768.4 597.1 171.3 22.9% 25.3 3.4% 87% False False 148,447
100 836.9 597.1 239.8 32.1% 24.8 3.3% 62% False False 118,771
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 4.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 885.8
2.618 833.3
1.618 801.0
1.000 781.0
0.618 768.8
HIGH 749.0
0.618 736.5
0.500 732.8
0.382 729.0
LOW 716.8
0.618 696.8
1.000 684.5
1.618 664.5
2.618 632.5
4.250 579.8
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 742.0 742.8
PP 737.5 738.8
S1 732.8 735.0

Download as Excel Spreadsheet

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

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