ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 713.2 715.4 2.2 0.3% 694.7
High 730.0 716.3 -13.7 -1.9% 707.4
Low 713.2 715.0 1.8 0.3% 689.3
Close 727.7 708.9 -18.8 -2.6% 707.4
Range 16.8 1.3 -15.5 -92.3% 18.1
ATR 12.7 12.7 0.0 0.0% 0.0
Volume 4 22 18 450.0% 8
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 717.3 714.5 709.5
R3 716.0 713.0 709.3
R2 714.8 714.8 709.3
R1 711.8 711.8 709.0 712.5
PP 713.5 713.5 713.5 713.8
S1 710.5 710.5 708.8 711.3
S2 712.0 712.0 708.8
S3 710.8 709.3 708.5
S4 709.5 708.0 708.3
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
5 730.0 689.3 40.7 5.7% 4.0 0.6% 48% False False 6
10 730.0 677.6 52.4 7.4% 2.3 0.3% 60% False False 8
20 730.0 599.4 130.6 18.4% 1.8 0.2% 84% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 721.8
2.618 719.8
1.618 718.5
1.000 717.5
0.618 717.0
HIGH 716.3
0.618 715.8
0.500 715.8
0.382 715.5
LOW 715.0
0.618 714.3
1.000 713.8
1.618 713.0
2.618 711.5
4.250 709.5
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 715.8 718.8
PP 713.5 715.5
S1 711.3 712.3

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

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