ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 753.5 734.7 -18.8 -2.5% 709.9
High 758.9 738.2 -20.7 -2.7% 768.4
Low 732.2 706.2 -26.0 -3.6% 703.7
Close 739.3 718.3 -21.0 -2.8% 759.5
Range 26.7 32.0 5.3 19.9% 64.7
ATR 26.8 27.2 0.5 1.7% 0.0
Volume 145,861 259,383 113,522 77.8% 872,444
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 817.0 799.5 736.0
R3 785.0 767.5 727.0
R2 753.0 753.0 724.3
R1 735.5 735.5 721.3 728.3
PP 721.0 721.0 721.0 717.3
S1 703.5 703.5 715.3 696.3
S2 689.0 689.0 712.5
S3 657.0 671.5 709.5
S4 625.0 639.5 700.8
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 9.0% 28.3 3.9% 23% False False 190,649
10 768.4 675.6 92.8 12.9% 26.3 3.7% 46% False False 178,848
20 768.4 635.5 132.9 18.5% 25.8 3.6% 62% False False 175,480
40 768.4 597.1 171.3 23.8% 27.3 3.8% 71% False False 195,574
60 768.4 597.1 171.3 23.8% 26.5 3.7% 71% False False 130,476
80 836.9 597.1 239.8 33.4% 23.3 3.3% 51% False False 97,867
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 5.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 874.3
2.618 822.0
1.618 790.0
1.000 770.3
0.618 758.0
HIGH 738.3
0.618 726.0
0.500 722.3
0.382 718.5
LOW 706.3
0.618 686.5
1.000 674.3
1.618 654.5
2.618 622.5
4.250 570.3
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 722.3 737.0
PP 721.0 730.8
S1 719.5 724.5

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

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