ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 693.0 683.3 -9.7 -1.4% 739.9
High 700.0 686.6 -13.4 -1.9% 739.9
Low 691.9 669.6 -22.3 -3.2% 712.7
Close 690.0 668.4 -21.6 -3.1% 714.9
Range 8.1 17.0 8.9 109.9% 27.2
ATR 14.5 15.0 0.4 2.9% 0.0
Volume 9 269 260 2,888.9% 1,354
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 725.8 714.3 677.8
R3 708.8 697.3 673.0
R2 691.8 691.8 671.5
R1 680.3 680.3 670.0 677.5
PP 674.8 674.8 674.8 673.5
S1 663.3 663.3 666.8 660.5
S2 657.8 657.8 665.3
S3 640.8 646.3 663.8
S4 623.8 629.3 659.0
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 804.0 786.8 729.8
R3 777.0 759.5 722.5
R2 749.8 749.8 720.0
R1 732.3 732.3 717.5 727.5
PP 722.5 722.5 722.5 720.0
S1 705.0 705.0 712.5 700.3
S2 695.3 695.3 710.0
S3 668.0 678.0 707.5
S4 641.0 650.8 700.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 724.7 669.6 55.1 8.2% 9.8 1.5% -2% False True 156
10 739.9 669.6 70.3 10.5% 12.5 1.9% -2% False True 247
20 765.1 669.6 95.5 14.3% 10.5 1.6% -1% False True 152
40 765.1 599.4 165.7 24.8% 6.8 1.0% 42% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 758.8
2.618 731.0
1.618 714.0
1.000 703.5
0.618 697.0
HIGH 686.5
0.618 680.0
0.500 678.0
0.382 676.0
LOW 669.5
0.618 659.0
1.000 652.5
1.618 642.0
2.618 625.0
4.250 597.3
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 678.0 685.0
PP 674.8 679.5
S1 671.8 674.0

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

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