ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 715.4 718.4 3.0 0.4% 694.7
High 716.3 721.2 4.9 0.7% 707.4
Low 715.0 700.1 -14.9 -2.1% 689.3
Close 708.9 719.3 10.4 1.5% 707.4
Range 1.3 21.1 19.8 1,523.1% 18.1
ATR 12.7 13.3 0.6 4.7% 0.0
Volume 22 46 24 109.1% 8
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 776.8 769.3 731.0
R3 755.8 748.0 725.0
R2 734.8 734.8 723.3
R1 727.0 727.0 721.3 730.8
PP 713.5 713.5 713.5 715.5
S1 705.8 705.8 717.3 709.8
S2 692.5 692.5 715.5
S3 671.3 684.8 713.5
S4 650.3 663.8 707.8
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% 7.8 1.1% 74% False False 15
10 730.0 689.1 40.9 5.7% 4.3 0.6% 74% False False 8
20 730.0 599.4 130.6 18.2% 2.8 0.4% 92% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 811.0
2.618 776.5
1.618 755.3
1.000 742.3
0.618 734.3
HIGH 721.3
0.618 713.3
0.500 710.8
0.382 708.3
LOW 700.0
0.618 687.0
1.000 679.0
1.618 666.0
2.618 644.8
4.250 610.5
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 716.5 718.0
PP 713.5 716.5
S1 710.8 715.0

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

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