ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 686.1 659.4 -26.7 -3.9% 665.3
High 691.8 660.8 -31.0 -4.5% 715.9
Low 657.2 629.7 -27.5 -4.2% 653.3
Close 658.4 641.7 -16.7 -2.5% 713.2
Range 34.6 31.1 -3.5 -10.1% 62.6
ATR 25.2 25.6 0.4 1.7% 0.0
Volume 209,530 328,500 118,970 56.8% 1,264,976
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 737.3 720.8 658.8
R3 706.3 689.5 650.3
R2 675.3 675.3 647.5
R1 658.5 658.5 644.5 651.3
PP 644.0 644.0 644.0 640.5
S1 627.3 627.3 638.8 620.3
S2 613.0 613.0 636.0
S3 581.8 596.3 633.3
S4 550.8 565.3 624.5
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 882.0 860.3 747.8
R3 819.3 797.5 730.5
R2 756.8 756.8 724.8
R1 735.0 735.0 719.0 745.8
PP 694.3 694.3 694.3 699.5
S1 672.3 672.3 707.5 683.3
S2 631.5 631.5 701.8
S3 569.0 609.8 696.0
S4 506.3 547.3 678.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 715.9 629.7 86.2 13.4% 23.8 3.7% 14% False True 206,879
10 715.9 629.7 86.2 13.4% 26.3 4.1% 14% False True 237,233
20 733.0 629.7 103.3 16.1% 24.5 3.8% 12% False True 125,206
40 803.8 622.6 181.2 28.2% 26.5 4.1% 11% False False 62,664
60 854.2 622.6 231.6 36.1% 18.3 2.8% 8% False False 41,781
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 7.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 793.0
2.618 742.3
1.618 711.0
1.000 692.0
0.618 680.0
HIGH 660.8
0.618 649.0
0.500 645.3
0.382 641.5
LOW 629.8
0.618 610.5
1.000 598.5
1.618 579.5
2.618 548.3
4.250 497.5
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 645.3 669.0
PP 644.0 660.0
S1 643.0 650.8

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

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