ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	666.3	660.4	-5.9	-0.9%	600.0
High	666.3	662.0	-4.3	-0.6%	666.3
Low	666.3	662.0	-4.3	-0.6%	599.4
Close	666.3	652.3	-14.0	-2.1%	652.3
Range
ATR	14.5	13.8	-0.7	-5.0%	0.0
Volume	12	12	0	0.0%	57

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	658.8	655.5	652.3
R3	658.8	655.5	652.3
R2	658.8	658.8	652.3
R1	655.5	655.5	652.3	657.3
PP	658.8	658.8	658.8	659.5
S1	655.5	655.5	652.3	657.3
S2	658.8	658.8	652.3
S3	658.8	655.5	652.3
S4	658.8	655.5	652.3

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	840.0	813.0	689.0
R3	773.3	746.3	670.8
R2	706.3	706.3	664.5
R1	679.3	679.3	658.5	692.8
PP	639.3	639.3	639.3	646.0
S1	612.3	612.3	646.3	625.8
S2	572.5	572.5	640.0
S3	505.5	545.5	634.0
S4	438.8	478.5	615.5

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	10.3%	1.3	0.2%	79%	False	False	11
10	673.2	599.4	73.8	11.3%	1.3	0.2%	72%	False	False	19

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	-0.2

Fibonacci Retracements and Extensions
4.250	662.0
2.618	662.0
1.618	662.0
1.000	662.0
0.618	662.0
HIGH	662.0
0.618	662.0
0.500	662.0
0.382	662.0
LOW	662.0
0.618	662.0
1.000	662.0
1.618	662.0
2.618	662.0
4.250	662.0

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	662.0	655.3
PP	658.8	654.3
S1	655.5	653.3

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