ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 749.4 729.5 -19.9 -2.7% 745.7
High 749.4 729.5 -19.9 -2.7% 746.9
Low 749.4 729.5 -19.9 -2.7% 704.5
Close 749.4 712.3 -37.1 -5.0% 741.1
Range
ATR 14.5 14.9 0.4 2.7% 0.0
Volume 0 1 1 73
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 723.8 718.0 712.3
R3 723.8 718.0 712.3
R2 723.8 723.8 712.3
R1 718.0 718.0 712.3 721.0
PP 723.8 723.8 723.8 725.3
S1 718.0 718.0 712.3 721.0
S2 723.8 723.8 712.3
S3 723.8 718.0 712.3
S4 723.8 718.0 712.3
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 858.0 842.0 764.5
R3 815.8 799.5 752.8
R2 773.3 773.3 748.8
R1 757.3 757.3 745.0 744.0
PP 730.8 730.8 730.8 724.3
S1 714.8 714.8 737.3 701.5
S2 688.5 688.5 733.3
S3 646.0 672.3 729.5
S4 603.8 630.0 717.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 749.4 713.0 36.4 5.1% 5.3 0.7% -2% False False 107
10 765.1 704.5 60.6 8.5% 8.5 1.2% 13% False False 58
20 765.1 689.1 76.0 10.7% 6.5 0.9% 31% False False 33
40 765.1 599.4 165.7 23.3% 3.8 0.5% 68% False False 27
Crabel Price Patterns
NR False
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 0.9
Fibonacci Retracements and Extensions
4.250 729.5
2.618 729.5
1.618 729.5
1.000 729.5
0.618 729.5
HIGH 729.5
0.618 729.5
0.500 729.5
0.382 729.5
LOW 729.5
0.618 729.5
1.000 729.5
1.618 729.5
2.618 729.5
4.250 729.5
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 729.5 737.3
PP 723.8 729.0
S1 718.0 720.8

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

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