ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 701.8 689.3 -12.5 -1.8% 675.2
High 703.3 689.3 -14.0 -2.0% 706.1
Low 701.8 689.3 -12.5 -1.8% 675.2
Close 691.1 689.3 -1.8 -0.3% 706.1
Range 1.5 0.0 -1.5 -100.0% 30.9
ATR 12.2 11.4 -0.7 -6.1% 0.0
Volume 2 2 0 0.0% 48
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 689.3 689.3 689.3
R3 689.3 689.3 689.3
R2 689.3 689.3 689.3
R1 689.3 689.3 689.3 689.3
PP 689.3 689.3 689.3 689.3
S1 689.3 689.3 689.3 689.3
S2 689.3 689.3 689.3
S3 689.3 689.3 689.3
S4 689.3 689.3 689.3
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
5 706.1 689.3 16.8 2.4% 0.3 0.0% 0% False True 1
10 706.1 662.0 44.1 6.4% 0.5 0.1% 62% False False 6
20 706.1 599.4 106.7 15.5% 0.8 0.1% 84% False False 15
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 -0.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 689.3
2.618 689.3
1.618 689.3
1.000 689.3
0.618 689.3
HIGH 689.3
0.618 689.3
0.500 689.3
0.382 689.3
LOW 689.3
0.618 689.3
1.000 689.3
1.618 689.3
2.618 689.3
4.250 689.3
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 689.3 696.3
PP 689.3 694.0
S1 689.3 691.8

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

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