ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 689.3 707.4 18.1 2.6% 694.7
High 689.3 707.4 18.1 2.6% 707.4
Low 689.3 707.4 18.1 2.6% 689.3
Close 689.3 707.4 18.1 2.6% 707.4
Range
ATR 11.4 11.9 0.5 4.2% 0.0
Volume 2 2 0 0.0% 8
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 707.5 707.5 707.5
R3 707.5 707.5 707.5
R2 707.5 707.5 707.5
R1 707.5 707.5 707.5 707.5
PP 707.5 707.5 707.5 707.5
S1 707.5 707.5 707.5 707.5
S2 707.5 707.5 707.5
S3 707.5 707.5 707.5
S4 707.5 707.5 707.5
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 755.8 749.8 717.3
R3 737.5 731.5 712.5
R2 719.5 719.5 710.8
R1 713.5 713.5 709.0 716.5
PP 701.3 701.3 701.3 703.0
S1 695.3 695.3 705.8 698.3
S2 683.3 683.3 704.0
S3 665.3 677.3 702.5
S4 647.0 659.3 697.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 707.4 689.3 18.1 2.6% 0.3 0.0% 100% True False 1
10 707.4 675.2 32.2 4.6% 0.5 0.1% 100% True False 5
20 707.4 599.4 108.0 15.3% 0.8 0.1% 100% True False 12
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 0.0
Fibonacci Retracements and Extensions
4.250 707.5
2.618 707.5
1.618 707.5
1.000 707.5
0.618 707.5
HIGH 707.5
0.618 707.5
0.500 707.5
0.382 707.5
LOW 707.5
0.618 707.5
1.000 707.5
1.618 707.5
2.618 707.5
4.250 707.5
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 707.5 704.5
PP 707.5 701.3
S1 707.5 698.3

Download as Excel Spreadsheet

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

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