ICE Russell 2000 Mini Future March 2012

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

Download as Excel Spreadsheet

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

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