ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 682.7 677.6 -5.1 -0.7% 600.0
High 682.7 677.6 -5.1 -0.7% 666.3
Low 682.7 677.6 -5.1 -0.7% 599.4
Close 682.7 690.1 7.4 1.1% 652.3
Range
ATR 13.6 13.0 -0.6 -4.5% 0.0
Volume 1 42 41 4,100.0% 57
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 681.8 686.0 690.0
R3 681.8 686.0 690.0
R2 681.8 681.8 690.0
R1 686.0 686.0 690.0 683.8
PP 681.8 681.8 681.8 680.8
S1 686.0 686.0 690.0 683.8
S2 681.8 681.8 690.0
S3 681.8 686.0 690.0
S4 681.8 686.0 690.0
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
5 682.7 662.0 20.7 3.0% 0.0 0.0% 136% False False 13
10 682.7 599.4 83.3 12.1% 1.3 0.2% 109% False False 14
20 709.7 599.4 110.3 16.0% 1.0 0.1% 82% False False 22
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.2
Fibonacci Retracements and Extensions
4.250 677.5
2.618 677.5
1.618 677.5
1.000 677.5
0.618 677.5
HIGH 677.5
0.618 677.5
0.500 677.5
0.382 677.5
LOW 677.5
0.618 677.5
1.000 677.5
1.618 677.5
2.618 677.5
4.250 677.5
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 686.0 686.5
PP 681.8 682.8
S1 677.5 679.0

Download as Excel Spreadsheet

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

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