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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols