ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 725.3 749.4 24.1 3.3% 745.7
High 730.5 749.4 18.9 2.6% 746.9
Low 725.3 749.4 24.1 3.3% 704.5
Close 740.1 749.4 9.3 1.3% 741.1
Range 5.2 0.0 -5.2 -100.0% 42.4
ATR 14.9 14.5 -0.4 -2.7% 0.0
Volume 502 0 -502 -100.0% 73
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 749.5 749.5 749.5
R3 749.5 749.5 749.5
R2 749.5 749.5 749.5
R1 749.5 749.5 749.5 749.5
PP 749.5 749.5 749.5 749.5
S1 749.5 749.5 749.5 749.5
S2 749.5 749.5 749.5
S3 749.5 749.5 749.5
S4 749.5 749.5 749.5
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
5 749.4 713.0 36.4 4.9% 7.5 1.0% 100% True False 109
10 765.1 700.1 65.0 8.7% 10.5 1.4% 76% False False 62
20 765.1 677.6 87.5 11.7% 6.5 0.9% 82% False False 35
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 1.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 749.5
2.618 749.5
1.618 749.5
1.000 749.5
0.618 749.5
HIGH 749.5
0.618 749.5
0.500 749.5
0.382 749.5
LOW 749.5
0.618 749.5
1.000 749.5
1.618 749.5
2.618 749.5
4.250 749.5
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 749.5 745.5
PP 749.5 741.3
S1 749.5 737.3

Download as Excel Spreadsheet

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

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