ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 729.0 718.7 -10.3 -1.4% 725.3
High 739.2 719.9 -19.3 -2.6% 749.4
Low 726.5 712.7 -13.8 -1.9% 708.9
Close 723.8 714.4 -9.4 -1.3% 739.2
Range 12.7 7.2 -5.5 -43.3% 40.5
ATR 15.1 14.8 -0.3 -1.9% 0.0
Volume 27 158 131 485.2% 1,153
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 737.3 733.0 718.3
R3 730.0 725.8 716.5
R2 722.8 722.8 715.8
R1 718.8 718.8 715.0 717.3
PP 715.8 715.8 715.8 715.0
S1 711.5 711.5 713.8 710.0
S2 708.5 708.5 713.0
S3 701.3 704.3 712.5
S4 694.0 697.0 710.5
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
5 739.9 712.7 27.2 3.8% 13.5 1.9% 6% False True 304
10 749.4 708.9 40.5 5.7% 9.0 1.3% 14% False False 236
20 765.1 700.1 65.0 9.1% 10.5 1.5% 22% False False 125
40 765.1 599.4 165.7 23.2% 5.5 0.8% 69% False False 70
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 1.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 750.5
2.618 738.8
1.618 731.5
1.000 727.0
0.618 724.3
HIGH 720.0
0.618 717.3
0.500 716.3
0.382 715.5
LOW 712.8
0.618 708.3
1.000 705.5
1.618 701.0
2.618 693.8
4.250 682.0
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 716.3 726.0
PP 715.8 722.0
S1 715.0 718.3

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

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