ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 717.8 700.4 -17.4 -2.4% 739.9
High 724.7 700.4 -24.3 -3.4% 739.9
Low 715.5 693.0 -22.5 -3.1% 712.7
Close 714.9 697.4 -17.5 -2.4% 714.9
Range 9.2 7.4 -1.8 -19.6% 27.2
ATR 14.5 15.0 0.5 3.6% 0.0
Volume 158 188 30 19.0% 1,354
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 719.3 715.8 701.5
R3 711.8 708.3 699.5
R2 704.3 704.3 698.8
R1 700.8 700.8 698.0 699.0
PP 697.0 697.0 697.0 696.0
S1 693.5 693.5 696.8 691.5
S2 689.5 689.5 696.0
S3 682.3 686.0 695.3
S4 674.8 678.8 693.3
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 804.0 786.8 729.8
R3 777.0 759.5 722.5
R2 749.8 749.8 720.0
R1 732.3 732.3 717.5 727.5
PP 722.5 722.5 722.5 720.0
S1 705.0 705.0 712.5 700.3
S2 695.3 695.3 710.0
S3 668.0 678.0 707.5
S4 641.0 650.8 700.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 739.2 693.0 46.2 6.6% 10.3 1.5% 10% False True 137
10 749.4 693.0 56.4 8.1% 10.0 1.4% 8% False True 219
20 765.1 693.0 72.1 10.3% 10.5 1.5% 6% False True 142
40 765.1 599.4 165.7 23.8% 6.0 0.9% 59% False False 76
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 1.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 731.8
2.618 719.8
1.618 712.3
1.000 707.8
0.618 705.0
HIGH 700.5
0.618 697.5
0.500 696.8
0.382 695.8
LOW 693.0
0.618 688.5
1.000 685.5
1.618 681.0
2.618 673.8
4.250 661.5
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 697.3 708.8
PP 697.0 705.0
S1 696.8 701.3

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

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