ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 700.4 693.0 -7.4 -1.1% 739.9
High 700.4 700.0 -0.4 -0.1% 739.9
Low 693.0 691.9 -1.1 -0.2% 712.7
Close 697.4 690.0 -7.4 -1.1% 714.9
Range 7.4 8.1 0.7 9.5% 27.2
ATR 15.0 14.5 -0.5 -3.3% 0.0
Volume 188 9 -179 -95.2% 1,354
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 718.3 712.3 694.5
R3 710.3 704.3 692.3
R2 702.0 702.0 691.5
R1 696.0 696.0 690.8 695.0
PP 694.0 694.0 694.0 693.5
S1 688.0 688.0 689.3 687.0
S2 685.8 685.8 688.5
S3 677.8 679.8 687.8
S4 669.8 671.8 685.5
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
5 739.2 691.9 47.3 6.9% 9.0 1.3% -4% False True 108
10 739.9 691.9 48.0 7.0% 11.0 1.6% -4% False True 220
20 765.1 691.9 73.2 10.6% 10.8 1.6% -3% False True 141
40 765.1 599.4 165.7 24.0% 6.3 0.9% 55% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 734.5
2.618 721.3
1.618 713.0
1.000 708.0
0.618 705.0
HIGH 700.0
0.618 697.0
0.500 696.0
0.382 695.0
LOW 692.0
0.618 687.0
1.000 683.8
1.618 678.8
2.618 670.8
4.250 657.5
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 696.0 708.3
PP 694.0 702.3
S1 692.0 696.0

Download as Excel Spreadsheet

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

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