ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
24-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 673.0 675.0 2.0 0.3% 700.4
High 673.0 675.0 2.0 0.3% 700.4
Low 669.1 671.6 2.5 0.4% 669.1
Close 668.4 660.4 -8.0 -1.2% 660.4
Range 3.9 3.4 -0.5 -12.8% 31.3
ATR 14.2 13.7 -0.5 -3.8% 0.0
Volume 6 6 0 0.0% 478
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 679.3 673.3 662.3
R3 675.8 669.8 661.3
R2 672.5 672.5 661.0
R1 666.5 666.5 660.8 667.8
PP 669.0 669.0 669.0 669.8
S1 663.0 663.0 660.0 664.3
S2 665.5 665.5 659.8
S3 662.3 659.5 659.5
S4 658.8 656.3 658.5
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 770.5 746.8 677.5
R3 739.3 715.5 669.0
R2 708.0 708.0 666.3
R1 684.3 684.3 663.3 680.5
PP 676.8 676.8 676.8 674.8
S1 652.8 652.8 657.5 649.0
S2 645.3 645.3 654.8
S3 614.0 621.5 651.8
S4 582.8 590.3 643.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 700.4 669.1 31.3 4.7% 8.0 1.2% -28% False False 95
10 739.9 669.1 70.8 10.7% 9.8 1.5% -12% False False 183
20 749.4 669.1 80.3 12.2% 9.5 1.5% -11% False False 152
40 765.1 599.4 165.7 25.1% 6.8 1.0% 37% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 1.7
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 689.5
2.618 684.0
1.618 680.5
1.000 678.5
0.618 677.0
HIGH 675.0
0.618 673.8
0.500 673.3
0.382 673.0
LOW 671.5
0.618 669.5
1.000 668.3
1.618 666.0
2.618 662.8
4.250 657.3
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 673.3 677.8
PP 669.0 672.0
S1 664.8 666.3

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

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