ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 760.3 745.7 -14.6 -1.9% 713.2
High 760.3 746.9 -13.4 -1.8% 765.1
Low 760.3 743.9 -16.4 -2.2% 700.1
Close 756.1 735.9 -20.2 -2.7% 756.1
Range 0.0 3.0 3.0 65.0
ATR 14.5 14.4 -0.2 -1.1% 0.0
Volume 3 4 1 33.3% 78
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 751.3 746.5 737.5
R3 748.3 743.5 736.8
R2 745.3 745.3 736.5
R1 740.5 740.5 736.3 741.5
PP 742.3 742.3 742.3 742.8
S1 737.5 737.5 735.5 738.5
S2 739.3 739.3 735.3
S3 736.3 734.5 735.0
S4 733.3 731.5 734.3
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 8.8% 10.3 1.4% 55% False False 15
10 765.1 689.3 75.8 10.3% 7.0 0.9% 61% False False 8
20 765.1 599.4 165.7 22.5% 4.0 0.5% 82% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 759.8
2.618 754.8
1.618 751.8
1.000 750.0
0.618 748.8
HIGH 747.0
0.618 745.8
0.500 745.5
0.382 745.0
LOW 744.0
0.618 742.0
1.000 741.0
1.618 739.0
2.618 736.0
4.250 731.3
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 745.5 752.0
PP 742.3 746.8
S1 739.0 741.3

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

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