ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 675.0 674.9 -0.1 0.0% 700.4
High 675.0 693.2 18.2 2.7% 700.4
Low 671.6 674.9 3.3 0.5% 669.1
Close 660.4 693.5 33.1 5.0% 660.4
Range 3.4 18.3 14.9 438.2% 31.3
ATR 13.7 15.0 1.4 10.0% 0.0
Volume 6 12 6 100.0% 478
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 742.0 736.0 703.5
R3 723.8 717.8 698.5
R2 705.5 705.5 696.8
R1 699.5 699.5 695.3 702.5
PP 687.3 687.3 687.3 688.8
S1 681.3 681.3 691.8 684.3
S2 669.0 669.0 690.3
S3 650.5 663.0 688.5
S4 632.3 644.5 683.5
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 770.5 746.8 677.5
R3 739.3 715.5 669.0
R2 708.0 708.0 666.3
R1 684.3 684.3 663.3 680.5
PP 676.8 676.8 676.8 674.8
S1 652.8 652.8 657.5 649.0
S2 645.3 645.3 654.8
S3 614.0 621.5 651.8
S4 582.8 590.3 643.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 700.0 669.1 30.9 4.5% 10.3 1.5% 79% False False 60
10 739.2 669.1 70.1 10.1% 10.3 1.5% 35% False False 99
20 749.4 669.1 80.3 11.6% 10.3 1.5% 30% False False 153
40 765.1 599.4 165.7 23.9% 7.3 1.0% 57% False False 81
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 1.7
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 771.0
2.618 741.0
1.618 722.8
1.000 711.5
0.618 704.5
HIGH 693.3
0.618 686.3
0.500 684.0
0.382 682.0
LOW 675.0
0.618 663.5
1.000 656.5
1.618 645.3
2.618 627.0
4.250 597.0
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 690.3 689.5
PP 687.3 685.3
S1 684.0 681.3

Download as Excel Spreadsheet

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

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