ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 701.0 701.8 0.8 0.1% 675.2
High 701.0 703.3 2.3 0.3% 706.1
Low 701.0 701.8 0.8 0.1% 675.2
Close 705.7 691.1 -14.6 -2.1% 706.1
Range 0.0 1.5 1.5 30.9
ATR 12.8 12.2 -0.6 -5.0% 0.0
Volume 1 2 1 100.0% 48
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 703.3 698.8 692.0
R3 701.8 697.3 691.5
R2 700.3 700.3 691.5
R1 695.8 695.8 691.3 697.3
PP 698.8 698.8 698.8 699.5
S1 694.3 694.3 691.0 695.8
S2 697.3 697.3 690.8
S3 695.8 692.8 690.8
S4 694.3 691.3 690.3
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
5 706.1 689.1 17.0 2.5% 1.0 0.1% 12% False False 1
10 706.1 662.0 44.1 6.4% 0.5 0.1% 66% False False 7
20 706.1 599.4 106.7 15.4% 0.8 0.1% 86% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 709.8
2.618 707.3
1.618 705.8
1.000 704.8
0.618 704.3
HIGH 703.3
0.618 702.8
0.500 702.5
0.382 702.3
LOW 701.8
0.618 700.8
1.000 700.3
1.618 699.3
2.618 697.8
4.250 695.5
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 702.5 699.0
PP 698.8 696.3
S1 695.0 693.8

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

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