ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 649.5 637.9 -11.6 -1.8% 658.3
High 655.0 637.9 -17.1 -2.6% 673.2
Low 649.5 637.9 -11.6 -1.8% 637.9
Close 658.6 637.9 -20.7 -3.1% 637.9
Range 5.5 0.0 -5.5 -100.0% 35.3
ATR
Volume 23 23 0 0.0% 142
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 638.0 638.0 638.0
R3 638.0 638.0 638.0
R2 638.0 638.0 638.0
R1 638.0 638.0 638.0 638.0
PP 638.0 638.0 638.0 638.0
S1 638.0 638.0 638.0 638.0
S2 638.0 638.0 638.0
S3 638.0 638.0 638.0
S4 638.0 638.0 638.0
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 755.5 732.0 657.3
R3 720.3 696.8 647.5
R2 685.0 685.0 644.3
R1 661.5 661.5 641.3 655.5
PP 649.8 649.8 649.8 646.8
S1 626.3 626.3 634.8 620.3
S2 614.3 614.3 631.5
S3 579.0 590.8 628.3
S4 543.8 555.5 618.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673.2 637.9 35.3 5.5% 1.0 0.2% 0% False True 28
10 704.2 637.9 66.3 10.4% 1.3 0.2% 0% False True 33
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 0.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 638.0
2.618 638.0
1.618 638.0
1.000 638.0
0.618 638.0
HIGH 638.0
0.618 638.0
0.500 638.0
0.382 638.0
LOW 638.0
0.618 638.0
1.000 638.0
1.618 638.0
2.618 638.0
4.250 638.0
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 638.0 646.5
PP 638.0 643.5
S1 638.0 640.8

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

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