ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 644.3 666.3 22.0 3.4% 658.3
High 645.1 666.3 21.2 3.3% 673.2
Low 644.3 666.3 22.0 3.4% 637.9
Close 649.3 666.3 17.0 2.6% 637.9
Range 0.8 0.0 -0.8 -100.0% 35.3
ATR 14.3 14.5 0.2 1.3% 0.0
Volume 12 12 0 0.0% 142
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 666.3 666.3 666.3
R3 666.3 666.3 666.3
R2 666.3 666.3 666.3
R1 666.3 666.3 666.3 666.3
PP 666.3 666.3 666.3 666.3
S1 666.3 666.3 666.3 666.3
S2 666.3 666.3 666.3
S3 666.3 666.3 666.3
S4 666.3 666.3 666.3
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
5 666.3 599.4 66.9 10.0% 1.3 0.2% 100% True False 13
10 673.2 599.4 73.8 11.1% 1.3 0.2% 91% False False 23
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 0.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 666.3
2.618 666.3
1.618 666.3
1.000 666.3
0.618 666.3
HIGH 666.3
0.618 666.3
0.500 666.3
0.382 666.3
LOW 666.3
0.618 666.3
1.000 666.3
1.618 666.3
2.618 666.3
4.250 666.3
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 666.3 655.3
PP 666.3 644.0
S1 666.3 632.8

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

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