ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 673.2 648.2 -25.0 -3.7% 694.0
High 673.2 648.2 -25.0 -3.7% 704.2
Low 673.2 648.2 -25.0 -3.7% 638.1
Close 673.2 648.2 -25.0 -3.7% 645.2
Range
ATR
Volume 48 0 -48 -100.0% 194
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 648.3 648.3 648.3
R3 648.3 648.3 648.3
R2 648.3 648.3 648.3
R1 648.3 648.3 648.3 648.3
PP 648.3 648.3 648.3 648.3
S1 648.3 648.3 648.3 648.3
S2 648.3 648.3 648.3
S3 648.3 648.3 648.3
S4 648.3 648.3 648.3
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 860.8 819.0 681.5
R3 794.8 753.0 663.5
R2 728.5 728.5 657.3
R1 687.0 687.0 651.3 674.8
PP 662.5 662.5 662.5 656.5
S1 620.8 620.8 639.3 608.5
S2 596.5 596.5 633.0
S3 530.3 554.8 627.0
S4 464.3 488.5 608.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673.2 638.1 35.1 5.4% 0.0 0.0% 29% False False 38
10 709.7 638.1 71.6 11.0% 0.5 0.1% 14% False False 29
Crabel Price Patterns
NR False
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 0.3
Fibonacci Retracements and Extensions
4.250 648.3
2.618 648.3
1.618 648.3
1.000 648.3
0.618 648.3
HIGH 648.3
0.618 648.3
0.500 648.3
0.382 648.3
LOW 648.3
0.618 648.3
1.000 648.3
1.618 648.3
2.618 648.3
4.250 648.3
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 648.3 660.8
PP 648.3 656.5
S1 648.3 652.3

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

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