ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 720.2 718.9 -1.3 -0.2% 713.2
High 729.2 734.0 4.8 0.7% 765.1
Low 718.1 713.0 -5.1 -0.7% 700.1
Close 726.5 741.8 15.3 2.1% 756.1
Range 11.1 21.0 9.9 89.2% 65.0
ATR 15.5 15.9 0.4 2.5% 0.0
Volume 7 18 11 157.1% 78
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 792.5 788.3 753.3
R3 771.5 767.3 747.5
R2 750.5 750.5 745.8
R1 746.3 746.3 743.8 748.5
PP 729.5 729.5 729.5 730.8
S1 725.3 725.3 740.0 727.5
S2 708.5 708.5 738.0
S3 687.5 704.3 736.0
S4 666.5 683.3 730.3
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
5 760.3 704.5 55.8 7.5% 10.5 1.4% 67% False False 11
10 765.1 700.1 65.0 8.8% 11.8 1.6% 64% False False 13
20 765.1 662.0 103.1 13.9% 6.3 0.8% 77% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 823.3
2.618 789.0
1.618 768.0
1.000 755.0
0.618 747.0
HIGH 734.0
0.618 726.0
0.500 723.5
0.382 721.0
LOW 713.0
0.618 700.0
1.000 692.0
1.618 679.0
2.618 658.0
4.250 623.8
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 735.8 734.3
PP 729.5 726.8
S1 723.5 719.3

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

View Archives - Comment on this page... - Back to Index of Symbols