ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 674.9 692.2 17.3 2.6% 700.4
High 693.2 695.6 2.4 0.3% 700.4
Low 674.9 688.2 13.3 2.0% 669.1
Close 693.5 692.8 -0.7 -0.1% 660.4
Range 18.3 7.4 -10.9 -59.6% 31.3
ATR 15.0 14.5 -0.5 -3.6% 0.0
Volume 12 119 107 891.7% 478
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 714.5 711.0 696.8
R3 707.0 703.5 694.8
R2 699.5 699.5 694.3
R1 696.3 696.3 693.5 698.0
PP 692.3 692.3 692.3 693.0
S1 688.8 688.8 692.0 690.5
S2 684.8 684.8 691.5
S3 677.5 681.5 690.8
S4 670.0 674.0 688.8
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
5 695.6 669.1 26.5 3.8% 10.0 1.4% 89% True False 82
10 739.2 669.1 70.1 10.1% 9.5 1.4% 34% False False 95
20 749.4 669.1 80.3 11.6% 9.8 1.4% 30% False False 157
40 765.1 644.3 120.8 17.4% 7.3 1.0% 40% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 727.0
2.618 715.0
1.618 707.5
1.000 703.0
0.618 700.3
HIGH 695.5
0.618 692.8
0.500 692.0
0.382 691.0
LOW 688.3
0.618 683.8
1.000 680.8
1.618 676.3
2.618 668.8
4.250 656.8
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 692.5 689.8
PP 692.3 686.8
S1 692.0 683.5

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

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