ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 745.7 735.0 -10.7 -1.4% 739.6
High 747.2 743.7 -3.5 -0.5% 753.3
Low 723.8 714.3 -9.5 -1.3% 716.7
Close 733.8 718.6 -15.2 -2.1% 746.6
Range 23.4 29.4 6.0 25.6% 36.6
ATR 24.1 24.5 0.4 1.6% 0.0
Volume 143,265 163,691 20,426 14.3% 757,228
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 813.8 795.5 734.8
R3 784.3 766.3 726.8
R2 755.0 755.0 724.0
R1 736.8 736.8 721.3 731.3
PP 725.5 725.5 725.5 722.8
S1 707.3 707.3 716.0 701.8
S2 696.3 696.3 713.3
S3 666.8 678.0 710.5
S4 637.3 648.5 702.5
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
5 753.3 714.3 39.0 5.4% 28.3 3.9% 11% False True 155,126
10 753.3 686.6 66.7 9.3% 24.8 3.5% 48% False False 151,017
20 753.3 661.5 91.8 12.8% 22.5 3.1% 62% False False 147,537
40 768.4 661.5 106.9 14.9% 24.3 3.4% 53% False False 158,745
60 768.4 597.1 171.3 23.8% 25.5 3.6% 71% False False 173,060
80 768.4 597.1 171.3 23.8% 25.3 3.5% 71% False False 152,283
100 832.5 597.1 235.4 32.8% 25.3 3.5% 52% False False 121,839
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 868.8
2.618 820.8
1.618 791.3
1.000 773.0
0.618 761.8
HIGH 743.8
0.618 732.5
0.500 729.0
0.382 725.5
LOW 714.3
0.618 696.3
1.000 685.0
1.618 666.8
2.618 637.3
4.250 589.3
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 729.0 731.5
PP 725.5 727.3
S1 722.0 723.0

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

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