ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	693.0	683.3	-9.7	-1.4%	739.9
High	700.0	686.6	-13.4	-1.9%	739.9
Low	691.9	669.6	-22.3	-3.2%	712.7
Close	690.0	668.4	-21.6	-3.1%	714.9
Range	8.1	17.0	8.9	109.9%	27.2
ATR	14.5	15.0	0.4	2.9%	0.0
Volume	9	269	260	2,888.9%	1,354

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	725.8	714.3	677.8
R3	708.8	697.3	673.0
R2	691.8	691.8	671.5
R1	680.3	680.3	670.0	677.5
PP	674.8	674.8	674.8	673.5
S1	663.3	663.3	666.8	660.5
S2	657.8	657.8	665.3
S3	640.8	646.3	663.8
S4	623.8	629.3	659.0

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	724.7	669.6	55.1	8.2%	9.8	1.5%	-2%	False	True	156
10	739.9	669.6	70.3	10.5%	12.5	1.9%	-2%	False	True	247
20	765.1	669.6	95.5	14.3%	10.5	1.6%	-1%	False	True	152
40	765.1	599.4	165.7	24.8%	6.8	1.0%	42%	False	False	82

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	758.8
2.618	731.0
1.618	714.0
1.000	703.5
0.618	697.0
HIGH	686.5
0.618	680.0
0.500	678.0
0.382	676.0
LOW	669.5
0.618	659.0
1.000	652.5
1.618	642.0
2.618	625.0
4.250	597.3

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	678.0	685.0
PP	674.8	679.5
S1	671.8	674.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols