ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 706.1 694.7 -11.4 -1.6% 675.2
High 706.1 694.7 -11.4 -1.6% 706.1
Low 706.1 694.7 -11.4 -1.6% 675.2
Close 706.1 683.0 -23.1 -3.3% 706.1
Range
ATR 12.5 12.4 -0.1 -0.6% 0.0
Volume 2 1 -1 -50.0% 48
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 690.8 687.0 683.0
R3 690.8 687.0 683.0
R2 690.8 690.8 683.0
R1 687.0 687.0 683.0 688.8
PP 690.8 690.8 690.8 691.8
S1 687.0 687.0 683.0 688.8
S2 690.8 690.8 683.0
S3 690.8 687.0 683.0
S4 690.8 687.0 683.0
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 788.5 778.3 723.0
R3 757.5 747.3 714.5
R2 726.8 726.8 711.8
R1 716.5 716.5 709.0 721.5
PP 695.8 695.8 695.8 698.5
S1 685.5 685.5 703.3 690.8
S2 665.0 665.0 700.5
S3 634.0 654.5 697.5
S4 603.0 623.8 689.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706.1 677.6 28.5 4.2% 0.5 0.1% 19% False False 9
10 706.1 599.4 106.7 15.6% 1.0 0.1% 78% False False 10
20 706.1 599.4 106.7 15.6% 1.0 0.2% 78% False False 22
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
4.250 694.8
2.618 694.8
1.618 694.8
1.000 694.8
0.618 694.8
HIGH 694.8
0.618 694.8
0.500 694.8
0.382 694.8
LOW 694.8
0.618 694.8
1.000 694.8
1.618 694.8
2.618 694.8
4.250 694.8
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 694.8 697.5
PP 690.8 692.8
S1 687.0 687.8

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

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