ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 718.4 739.0 20.6 2.9% 694.7
High 721.2 765.1 43.9 6.1% 707.4
Low 700.1 739.0 38.9 5.6% 689.3
Close 719.3 759.8 40.5 5.6% 707.4
Range 21.1 26.1 5.0 23.7% 18.1
ATR 13.3 15.6 2.3 17.5% 0.0
Volume 46 3 -43 -93.5% 8
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 833.0 822.5 774.3
R3 806.8 796.3 767.0
R2 780.8 780.8 764.5
R1 770.3 770.3 762.3 775.5
PP 754.8 754.8 754.8 757.3
S1 744.3 744.3 757.5 749.5
S2 728.5 728.5 755.0
S3 702.5 718.0 752.5
S4 676.3 692.0 745.5
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
5 765.1 700.1 65.0 8.6% 13.0 1.7% 92% True False 15
10 765.1 689.3 75.8 10.0% 6.8 0.9% 93% True False 8
20 765.1 599.4 165.7 21.8% 3.8 0.5% 97% 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 0.3
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 876.0
2.618 833.5
1.618 807.3
1.000 791.3
0.618 781.3
HIGH 765.0
0.618 755.3
0.500 752.0
0.382 749.0
LOW 739.0
0.618 722.8
1.000 713.0
1.618 696.8
2.618 670.8
4.250 628.0
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 757.3 750.8
PP 754.8 741.8
S1 752.0 732.5

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

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