ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 739.9 726.1 -13.8 -1.9% 725.3
High 739.9 734.5 -5.4 -0.7% 749.4
Low 726.0 719.4 -6.6 -0.9% 708.9
Close 730.1 735.7 5.6 0.8% 739.2
Range 13.9 15.1 1.2 8.6% 40.5
ATR 15.3 15.3 0.0 -0.1% 0.0
Volume 853 158 -695 -81.5% 1,153
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 775.3 770.5 744.0
R3 760.0 755.5 739.8
R2 745.0 745.0 738.5
R1 740.3 740.3 737.0 742.8
PP 729.8 729.8 729.8 731.0
S1 725.3 725.3 734.3 727.5
S2 714.8 714.8 733.0
S3 699.8 710.3 731.5
S4 684.5 695.0 727.5
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 854.0 837.0 761.5
R3 813.5 796.5 750.3
R2 773.0 773.0 746.5
R1 756.0 756.0 743.0 764.5
PP 732.5 732.5 732.5 736.8
S1 715.5 715.5 735.5 724.0
S2 692.0 692.0 731.8
S3 651.5 675.0 728.0
S4 611.0 634.5 717.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 739.9 708.9 31.0 4.2% 13.0 1.8% 86% False False 332
10 749.4 708.9 40.5 5.5% 10.3 1.4% 66% False False 220
20 765.1 689.3 75.8 10.3% 9.5 1.3% 61% False False 116
40 765.1 599.4 165.7 22.5% 5.0 0.7% 82% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 798.8
2.618 774.0
1.618 759.0
1.000 749.5
0.618 743.8
HIGH 734.5
0.618 728.8
0.500 727.0
0.382 725.3
LOW 719.5
0.618 710.0
1.000 704.3
1.618 695.0
2.618 679.8
4.250 655.3
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 732.8 733.8
PP 729.8 731.8
S1 727.0 729.8

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

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