ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 737.3 736.6 -0.7 -0.1% 674.9
High 737.3 741.2 3.9 0.5% 741.2
Low 726.6 729.8 3.2 0.4% 674.9
Close 727.9 729.1 1.2 0.2% 729.1
Range 10.7 11.4 0.7 6.5% 66.3
ATR 16.1 15.9 -0.2 -1.3% 0.0
Volume 1,383 1,383 0 0.0% 4,078
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 767.5 759.8 735.3
R3 756.3 748.3 732.3
R2 744.8 744.8 731.3
R1 737.0 737.0 730.3 735.3
PP 733.3 733.3 733.3 732.5
S1 725.5 725.5 728.0 723.8
S2 722.0 722.0 727.0
S3 710.5 714.3 726.0
S4 699.3 702.8 722.8
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 914.0 887.8 765.5
R3 847.8 821.5 747.3
R2 781.3 781.3 741.3
R1 755.3 755.3 735.3 768.3
PP 715.0 715.0 715.0 721.5
S1 689.0 689.0 723.0 702.0
S2 648.8 648.8 717.0
S3 582.5 622.8 710.8
S4 516.3 556.3 692.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 741.2 674.9 66.3 9.1% 18.3 2.5% 82% True False 815
10 741.2 669.1 72.1 9.9% 13.0 1.8% 83% True False 455
20 749.4 669.1 80.3 11.0% 11.5 1.6% 75% False False 353
40 765.1 669.1 96.0 13.2% 8.8 1.2% 63% False False 181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 789.8
2.618 771.0
1.618 759.8
1.000 752.5
0.618 748.3
HIGH 741.3
0.618 736.8
0.500 735.5
0.382 734.3
LOW 729.8
0.618 722.8
1.000 718.5
1.618 711.3
2.618 700.0
4.250 681.3
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 735.5 724.5
PP 733.3 720.0
S1 731.3 715.3

Download as Excel Spreadsheet

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

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