ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 739.0 760.3 21.3 2.9% 713.2
High 765.1 760.3 -4.8 -0.6% 765.1
Low 739.0 760.3 21.3 2.9% 700.1
Close 759.8 756.1 -3.7 -0.5% 756.1
Range 26.1 0.0 -26.1 -100.0% 65.0
ATR 15.6 14.5 -1.1 -6.9% 0.0
Volume 3 3 0 0.0% 78
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 759.0 757.5 756.0
R3 759.0 757.5 756.0
R2 759.0 759.0 756.0
R1 757.5 757.5 756.0 758.3
PP 759.0 759.0 759.0 759.3
S1 757.5 757.5 756.0 758.3
S2 759.0 759.0 756.0
S3 759.0 757.5 756.0
S4 759.0 757.5 756.0
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 935.5 910.8 791.8
R3 870.5 845.8 774.0
R2 805.5 805.5 768.0
R1 780.8 780.8 762.0 793.0
PP 740.5 740.5 740.5 746.5
S1 715.8 715.8 750.3 728.0
S2 675.5 675.5 744.3
S3 610.5 650.8 738.3
S4 545.5 585.8 720.3
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% 86% False False 15
10 765.1 689.3 75.8 10.0% 6.8 0.9% 88% False False 8
20 765.1 599.4 165.7 21.9% 3.8 0.5% 95% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 760.3
2.618 760.3
1.618 760.3
1.000 760.3
0.618 760.3
HIGH 760.3
0.618 760.3
0.500 760.3
0.382 760.3
LOW 760.3
0.618 760.3
1.000 760.3
1.618 760.3
2.618 760.3
4.250 760.3
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 760.3 748.3
PP 759.0 740.5
S1 757.5 732.5

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

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