ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 689.1 706.1 17.0 2.5% 675.2
High 692.0 706.1 14.1 2.0% 706.1
Low 689.1 706.1 17.0 2.5% 675.2
Close 690.8 706.1 15.3 2.2% 706.1
Range 2.9 0.0 -2.9 -100.0% 30.9
ATR 12.3 12.5 0.2 1.8% 0.0
Volume 2 2 0 0.0% 48
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 706.0 706.0 706.0
R3 706.0 706.0 706.0
R2 706.0 706.0 706.0
R1 706.0 706.0 706.0 706.0
PP 706.0 706.0 706.0 706.0
S1 706.0 706.0 706.0 706.0
S2 706.0 706.0 706.0
S3 706.0 706.0 706.0
S4 706.0 706.0 706.0
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 788.5 778.3 723.0
R3 757.5 747.3 714.5
R2 726.8 726.8 711.8
R1 716.5 716.5 709.0 721.5
PP 695.8 695.8 695.8 698.5
S1 685.5 685.5 703.3 690.8
S2 665.0 665.0 700.5
S3 634.0 654.5 697.5
S4 603.0 623.8 689.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706.1 675.2 30.9 4.4% 0.5 0.1% 100% True False 9
10 706.1 599.4 106.7 15.1% 1.0 0.1% 100% True False 10
20 706.1 599.4 106.7 15.1% 1.0 0.2% 100% True False 22
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 -0.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 706.0
2.618 706.0
1.618 706.0
1.000 706.0
0.618 706.0
HIGH 706.0
0.618 706.0
0.500 706.0
0.382 706.0
LOW 706.0
0.618 706.0
1.000 706.0
1.618 706.0
2.618 706.0
4.250 706.0
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 706.0 701.3
PP 706.0 696.5
S1 706.0 691.8

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

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