ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 707.4 713.2 5.8 0.8% 694.7
High 707.4 730.0 22.6 3.2% 707.4
Low 707.4 713.2 5.8 0.8% 689.3
Close 707.4 727.7 20.3 2.9% 707.4
Range 0.0 16.8 16.8 18.1
ATR 11.9 12.7 0.8 6.4% 0.0
Volume 2 4 2 100.0% 8
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 774.0 767.8 737.0
R3 757.3 750.8 732.3
R2 740.5 740.5 730.8
R1 734.0 734.0 729.3 737.3
PP 723.8 723.8 723.8 725.3
S1 717.3 717.3 726.3 720.5
S2 706.8 706.8 724.5
S3 690.0 700.5 723.0
S4 673.3 683.8 718.5
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 755.8 749.8 717.3
R3 737.5 731.5 712.5
R2 719.5 719.5 710.8
R1 713.5 713.5 709.0 716.5
PP 701.3 701.3 701.3 703.0
S1 695.3 695.3 705.8 698.3
S2 683.3 683.3 704.0
S3 665.3 677.3 702.5
S4 647.0 659.3 697.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 730.0 689.3 40.7 5.6% 3.8 0.5% 94% True False 2
10 730.0 677.6 52.4 7.2% 2.0 0.3% 96% True False 5
20 730.0 599.4 130.6 17.9% 1.8 0.2% 98% True False 10
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 0.0
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 801.5
2.618 774.0
1.618 757.3
1.000 746.8
0.618 740.5
HIGH 730.0
0.618 723.5
0.500 721.5
0.382 719.5
LOW 713.3
0.618 702.8
1.000 696.5
1.618 686.0
2.618 669.3
4.250 641.8
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 725.8 721.8
PP 723.8 715.8
S1 721.5 709.8

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

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