ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 692.2 689.5 -2.7 -0.4% 700.4
High 695.6 732.9 37.3 5.4% 700.4
Low 688.2 689.5 1.3 0.2% 669.1
Close 692.8 733.0 40.2 5.8% 660.4
Range 7.4 43.4 36.0 486.5% 31.3
ATR 14.5 16.6 2.1 14.2% 0.0
Volume 119 1,181 1,062 892.4% 478
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 848.8 834.3 756.8
R3 805.3 790.8 745.0
R2 761.8 761.8 741.0
R1 747.5 747.5 737.0 754.8
PP 718.5 718.5 718.5 722.0
S1 704.0 704.0 729.0 711.3
S2 675.0 675.0 725.0
S3 631.8 660.8 721.0
S4 588.3 617.3 709.3
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
5 732.9 669.1 63.8 8.7% 15.3 2.1% 100% True False 264
10 732.9 669.1 63.8 8.7% 12.5 1.7% 100% True False 210
20 749.4 669.1 80.3 11.0% 11.5 1.6% 80% False False 216
40 765.1 662.0 103.1 14.1% 8.3 1.1% 69% False False 113
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 1.1
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 917.3
2.618 846.5
1.618 803.0
1.000 776.3
0.618 759.8
HIGH 733.0
0.618 716.3
0.500 711.3
0.382 706.0
LOW 689.5
0.618 662.8
1.000 646.0
1.618 619.3
2.618 576.0
4.250 505.0
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 725.8 723.3
PP 718.5 713.5
S1 711.3 704.0

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

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