ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 724.8 764.0 39.2 5.4% 709.9
High 768.4 767.8 -0.6 -0.1% 768.4
Low 722.7 756.3 33.6 4.6% 703.7
Close 763.2 759.5 -3.7 -0.5% 759.5
Range 45.7 11.5 -34.2 -74.8% 64.7
ATR 27.9 26.7 -1.2 -4.2% 0.0
Volume 232,762 133,715 -99,047 -42.6% 872,444
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 795.8 789.0 765.8
R3 784.3 777.5 762.8
R2 772.8 772.8 761.5
R1 766.0 766.0 760.5 763.8
PP 761.3 761.3 761.3 760.0
S1 754.5 754.5 758.5 752.3
S2 749.8 749.8 757.5
S3 738.3 743.0 756.3
S4 726.8 731.5 753.3
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 938.0 913.5 795.0
R3 873.3 848.8 777.3
R2 808.5 808.5 771.3
R1 784.0 784.0 765.5 796.3
PP 743.8 743.8 743.8 750.0
S1 719.3 719.3 753.5 731.5
S2 679.3 679.3 747.8
S3 614.5 654.8 741.8
S4 549.8 590.0 724.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 768.4 703.7 64.7 8.5% 27.8 3.7% 86% False False 174,488
10 768.4 675.6 92.8 12.2% 27.5 3.6% 90% False False 174,070
20 768.4 597.1 171.3 22.6% 27.5 3.6% 95% False False 184,847
40 768.4 597.1 171.3 22.6% 26.8 3.5% 95% False False 185,498
60 768.4 597.1 171.3 22.6% 27.3 3.6% 95% False False 123,728
80 848.3 597.1 251.2 33.1% 22.8 3.0% 65% False False 92,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 816.8
2.618 798.0
1.618 786.5
1.000 779.3
0.618 775.0
HIGH 767.8
0.618 763.5
0.500 762.0
0.382 760.8
LOW 756.3
0.618 749.3
1.000 744.8
1.618 737.8
2.618 726.3
4.250 707.5
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 762.0 751.8
PP 761.3 743.8
S1 760.3 736.0

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

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