ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 718.9 741.1 22.2 3.1% 745.7
High 734.0 741.1 7.1 1.0% 746.9
Low 713.0 741.1 28.1 3.9% 704.5
Close 741.8 741.1 -0.7 -0.1% 741.1
Range 21.0 0.0 -21.0 -100.0% 42.4
ATR 15.9 14.8 -1.1 -6.8% 0.0
Volume 18 18 0 0.0% 73
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 741.0 741.0 741.0
R3 741.0 741.0 741.0
R2 741.0 741.0 741.0
R1 741.0 741.0 741.0 741.0
PP 741.0 741.0 741.0 741.0
S1 741.0 741.0 741.0 741.0
S2 741.0 741.0 741.0
S3 741.0 741.0 741.0
S4 741.0 741.0 741.0
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 858.0 842.0 764.5
R3 815.8 799.5 752.8
R2 773.3 773.3 748.8
R1 757.3 757.3 745.0 744.0
PP 730.8 730.8 730.8 724.3
S1 714.8 714.8 737.3 701.5
S2 688.5 688.5 733.3
S3 646.0 672.3 729.5
S4 603.8 630.0 717.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 746.9 704.5 42.4 5.7% 10.5 1.4% 86% False False 14
10 765.1 700.1 65.0 8.8% 11.8 1.6% 63% False False 15
20 765.1 675.2 89.9 12.1% 6.3 0.8% 73% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 1.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 741.0
2.618 741.0
1.618 741.0
1.000 741.0
0.618 741.0
HIGH 741.0
0.618 741.0
0.500 741.0
0.382 741.0
LOW 741.0
0.618 741.0
1.000 741.0
1.618 741.0
2.618 741.0
4.250 741.0
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 741.0 736.5
PP 741.0 731.8
S1 741.0 727.0

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

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