ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 689.6 665.3 -24.3 -3.5% 659.1
High 698.6 679.9 -18.7 -2.7% 709.2
Low 662.2 653.3 -8.9 -1.3% 654.8
Close 670.4 677.0 6.6 1.0% 670.4
Range 36.4 26.6 -9.8 -26.9% 54.4
ATR 25.2 25.3 0.1 0.4% 0.0
Volume 237,928 314,047 76,119 32.0% 367,863
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 749.8 740.0 691.8
R3 723.3 713.5 684.3
R2 696.8 696.8 682.0
R1 686.8 686.8 679.5 691.8
PP 670.0 670.0 670.0 672.5
S1 660.3 660.3 674.5 665.3
S2 643.5 643.5 672.0
S3 616.8 633.8 669.8
S4 590.3 607.0 662.3
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 841.3 810.3 700.3
R3 787.0 755.8 685.3
R2 732.5 732.5 680.3
R1 701.5 701.5 675.5 717.0
PP 678.3 678.3 678.3 686.0
S1 647.0 647.0 665.5 662.5
S2 623.8 623.8 660.5
S3 569.3 592.8 655.5
S4 515.0 538.3 640.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 709.2 653.3 55.9 8.3% 26.8 3.9% 42% False True 136,382
10 733.0 653.3 79.7 11.8% 23.8 3.5% 30% False True 68,358
20 733.0 642.6 90.4 13.4% 22.3 3.3% 38% False False 34,256
40 836.9 622.6 214.3 31.7% 22.3 3.3% 25% False False 17,158
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 5.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 793.0
2.618 749.5
1.618 723.0
1.000 706.5
0.618 696.3
HIGH 680.0
0.618 669.8
0.500 666.5
0.382 663.5
LOW 653.3
0.618 636.8
1.000 626.8
1.618 610.3
2.618 583.8
4.250 540.3
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 673.5 681.3
PP 670.0 679.8
S1 666.5 678.5

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

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