ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 722.3 720.2 -2.1 -0.3% 713.2
High 722.3 729.2 6.9 1.0% 765.1
Low 704.5 718.1 13.6 1.9% 700.1
Close 714.9 726.5 11.6 1.6% 756.1
Range 17.8 11.1 -6.7 -37.6% 65.0
ATR 15.6 15.5 -0.1 -0.6% 0.0
Volume 26 7 -19 -73.1% 78
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 758.0 753.3 732.5
R3 746.8 742.3 729.5
R2 735.8 735.8 728.5
R1 731.0 731.0 727.5 733.5
PP 724.5 724.5 724.5 725.8
S1 720.0 720.0 725.5 722.3
S2 713.5 713.5 724.5
S3 702.5 709.0 723.5
S4 691.3 697.8 720.5
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
5 765.1 704.5 60.6 8.3% 11.5 1.6% 36% False False 8
10 765.1 689.3 75.8 10.4% 9.8 1.3% 49% False False 11
20 765.1 662.0 103.1 14.2% 5.0 0.7% 63% False False 9
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 0.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 776.5
2.618 758.3
1.618 747.3
1.000 740.3
0.618 736.0
HIGH 729.3
0.618 725.0
0.500 723.8
0.382 722.3
LOW 718.0
0.618 711.3
1.000 707.0
1.618 700.3
2.618 689.0
4.250 671.0
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 725.5 726.3
PP 724.5 726.0
S1 723.8 725.8

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

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