ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 689.5 737.3 47.8 6.9% 700.4
High 732.9 737.3 4.4 0.6% 700.4
Low 689.5 726.6 37.1 5.4% 669.1
Close 733.0 727.9 -5.1 -0.7% 660.4
Range 43.4 10.7 -32.7 -75.3% 31.3
ATR 16.6 16.1 -0.4 -2.5% 0.0
Volume 1,181 1,383 202 17.1% 478
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 762.8 756.0 733.8
R3 752.0 745.3 730.8
R2 741.3 741.3 729.8
R1 734.5 734.5 729.0 732.5
PP 730.5 730.5 730.5 729.5
S1 724.0 724.0 727.0 722.0
S2 720.0 720.0 726.0
S3 709.3 713.3 725.0
S4 698.5 702.5 722.0
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
5 737.3 671.6 65.7 9.0% 16.8 2.3% 86% True False 540
10 737.3 669.1 68.2 9.4% 13.0 1.8% 86% True False 333
20 749.4 669.1 80.3 11.0% 11.0 1.5% 73% False False 284
40 765.1 662.0 103.1 14.2% 8.5 1.2% 64% False False 147
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 True
Stretch 1.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 782.8
2.618 765.3
1.618 754.5
1.000 748.0
0.618 744.0
HIGH 737.3
0.618 733.3
0.500 732.0
0.382 730.8
LOW 726.5
0.618 720.0
1.000 716.0
1.618 709.3
2.618 698.5
4.250 681.0
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 732.0 722.8
PP 730.5 717.8
S1 729.3 712.8

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

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