ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 675.2 682.7 7.5 1.1% 600.0
High 675.2 682.7 7.5 1.1% 666.3
Low 675.2 682.7 7.5 1.1% 599.4
Close 679.9 682.7 2.8 0.4% 652.3
Range
ATR 14.4 13.6 -0.8 -5.8% 0.0
Volume 1 1 0 0.0% 57
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 682.8 682.8 682.8
R3 682.8 682.8 682.8
R2 682.8 682.8 682.8
R1 682.8 682.8 682.8 682.8
PP 682.8 682.8 682.8 682.8
S1 682.8 682.8 682.8 682.8
S2 682.8 682.8 682.8
S3 682.8 682.8 682.8
S4 682.8 682.8 682.8
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 840.0 813.0 689.0
R3 773.3 746.3 670.8
R2 706.3 706.3 664.5
R1 679.3 679.3 658.5 692.8
PP 639.3 639.3 639.3 646.0
S1 612.3 612.3 646.3 625.8
S2 572.5 572.5 640.0
S3 505.5 545.5 634.0
S4 438.8 478.5 615.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 682.7 644.3 38.4 5.6% 0.3 0.0% 100% True False 7
10 682.7 599.4 83.3 12.2% 1.3 0.2% 100% True False 10
Crabel Price Patterns
NR False
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 -0.2
Fibonacci Retracements and Extensions
4.250 682.8
2.618 682.8
1.618 682.8
1.000 682.8
0.618 682.8
HIGH 682.8
0.618 682.8
0.500 682.8
0.382 682.8
LOW 682.8
0.618 682.8
1.000 682.8
1.618 682.8
2.618 682.8
4.250 682.8
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 682.8 679.3
PP 682.8 675.8
S1 682.8 672.3

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

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