ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 677.6 689.1 11.5 1.7% 600.0
High 677.6 692.0 14.4 2.1% 666.3
Low 677.6 689.1 11.5 1.7% 599.4
Close 690.1 690.8 0.7 0.1% 652.3
Range 0.0 2.9 2.9 66.9
ATR 13.0 12.3 -0.7 -5.5% 0.0
Volume 42 2 -40 -95.2% 57
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 699.3 698.0 692.5
R3 696.5 695.0 691.5
R2 693.5 693.5 691.3
R1 692.3 692.3 691.0 692.8
PP 690.8 690.8 690.8 691.0
S1 689.3 689.3 690.5 690.0
S2 687.8 687.8 690.3
S3 684.8 686.3 690.0
S4 682.0 683.5 689.3
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
5 692.0 662.0 30.0 4.3% 0.5 0.1% 96% True False 11
10 692.0 599.4 92.6 13.4% 1.0 0.1% 99% True False 12
20 709.7 599.4 110.3 16.0% 1.0 0.2% 83% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 704.3
2.618 699.5
1.618 696.8
1.000 695.0
0.618 693.8
HIGH 692.0
0.618 691.0
0.500 690.5
0.382 690.3
LOW 689.0
0.618 687.3
1.000 686.3
1.618 684.5
2.618 681.5
4.250 676.8
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 690.8 688.8
PP 690.8 686.8
S1 690.5 684.8

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

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