ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 726.1 729.0 2.9 0.4% 725.3
High 734.5 739.2 4.7 0.6% 749.4
Low 719.4 726.5 7.1 1.0% 708.9
Close 735.7 723.8 -11.9 -1.6% 739.2
Range 15.1 12.7 -2.4 -15.9% 40.5
ATR 15.3 15.1 -0.2 -1.2% 0.0
Volume 158 27 -131 -82.9% 1,153
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 768.0 758.5 730.8
R3 755.3 745.8 727.3
R2 742.5 742.5 726.3
R1 733.3 733.3 725.0 731.5
PP 729.8 729.8 729.8 729.0
S1 720.5 720.5 722.8 718.8
S2 717.3 717.3 721.5
S3 704.5 707.8 720.3
S4 691.8 695.0 716.8
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 4.3% 15.5 2.1% 48% False False 337
10 749.4 708.9 40.5 5.6% 10.3 1.4% 37% False False 222
20 765.1 689.3 75.8 10.5% 10.0 1.4% 46% False False 117
40 765.1 599.4 165.7 22.9% 5.5 0.8% 75% False False 67
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 False
Stretch 2.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 793.3
2.618 772.5
1.618 759.8
1.000 752.0
0.618 747.0
HIGH 739.3
0.618 734.3
0.500 732.8
0.382 731.3
LOW 726.5
0.618 718.8
1.000 713.8
1.618 706.0
2.618 693.3
4.250 672.5
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 732.8 729.8
PP 729.8 727.8
S1 726.8 725.8

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

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