ICE Russell 2000 Mini Future March 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 720.5 739.9 19.4 2.7% 725.3
High 739.0 739.9 0.9 0.1% 749.4
Low 720.5 726.0 5.5 0.8% 708.9
Close 739.2 730.1 -9.1 -1.2% 739.2
Range 18.5 13.9 -4.6 -24.9% 40.5
ATR 15.4 15.3 -0.1 -0.7% 0.0
Volume 325 853 528 162.5% 1,153
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 773.8 765.8 737.8
R3 759.8 752.0 734.0
R2 746.0 746.0 732.8
R1 738.0 738.0 731.3 735.0
PP 732.0 732.0 732.0 730.5
S1 724.0 724.0 728.8 721.0
S2 718.0 718.0 727.5
S3 704.3 710.3 726.3
S4 690.3 696.3 722.5
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 854.0 837.0 761.5
R3 813.5 796.5 750.3
R2 773.0 773.0 746.5
R1 756.0 756.0 743.0 764.5
PP 732.5 732.5 732.5 736.8
S1 715.5 715.5 735.5 724.0
S2 692.0 692.0 731.8
S3 651.5 675.0 728.0
S4 611.0 634.5 717.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 749.4 708.9 40.5 5.5% 10.0 1.4% 52% False False 300
10 749.4 704.5 44.9 6.1% 10.5 1.4% 57% False False 207
20 765.1 689.3 75.8 10.4% 8.8 1.2% 54% False False 108
40 765.1 599.4 165.7 22.7% 5.0 0.7% 79% False False 65
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 True
Stretch 1.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 799.0
2.618 776.3
1.618 762.5
1.000 753.8
0.618 748.5
HIGH 740.0
0.618 734.5
0.500 733.0
0.382 731.3
LOW 726.0
0.618 717.5
1.000 712.0
1.618 703.5
2.618 689.5
4.250 667.0
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 733.0 728.3
PP 732.0 726.3
S1 731.0 724.5

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

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