ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 599.4 644.3 44.9 7.5% 658.3
High 605.4 645.1 39.7 6.6% 673.2
Low 599.4 644.3 44.9 7.5% 637.9
Close 636.1 649.3 13.2 2.1% 637.9
Range 6.0 0.8 -5.2 -86.7% 35.3
ATR 14.7 14.3 -0.4 -2.8% 0.0
Volume 20 12 -8 -40.0% 142
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 648.8 649.8 649.8
R3 647.8 649.0 649.5
R2 647.0 647.0 649.5
R1 648.3 648.3 649.3 647.5
PP 646.3 646.3 646.3 646.0
S1 647.3 647.3 649.3 646.8
S2 645.5 645.5 649.3
S3 644.8 646.5 649.0
S4 643.8 645.8 648.8
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 755.5 732.0 657.3
R3 720.3 696.8 647.5
R2 685.0 685.0 644.3
R1 661.5 661.5 641.3 655.5
PP 649.8 649.8 649.8 646.8
S1 626.3 626.3 634.8 620.3
S2 614.3 614.3 631.5
S3 579.0 590.8 628.3
S4 543.8 555.5 618.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 655.0 599.4 55.6 8.6% 2.5 0.4% 90% False False 15
10 673.2 599.4 73.8 11.4% 1.3 0.2% 68% False False 27
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 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 648.5
2.618 647.3
1.618 646.5
1.000 646.0
0.618 645.5
HIGH 645.0
0.618 644.8
0.500 644.8
0.382 644.5
LOW 644.3
0.618 643.8
1.000 643.5
1.618 643.0
2.618 642.3
4.250 641.0
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 647.8 640.3
PP 646.3 631.3
S1 644.8 622.3

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

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