ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	737.3	736.6	-0.7	-0.1%	674.9
High	737.3	741.2	3.9	0.5%	741.2
Low	726.6	729.8	3.2	0.4%	674.9
Close	727.9	729.1	1.2	0.2%	729.1
Range	10.7	11.4	0.7	6.5%	66.3
ATR	16.1	15.9	-0.2	-1.3%	0.0
Volume	1,383	1,383	0	0.0%	4,078

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	767.5	759.8	735.3
R3	756.3	748.3	732.3
R2	744.8	744.8	731.3
R1	737.0	737.0	730.3	735.3
PP	733.3	733.3	733.3	732.5
S1	725.5	725.5	728.0	723.8
S2	722.0	722.0	727.0
S3	710.5	714.3	726.0
S4	699.3	702.8	722.8

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	914.0	887.8	765.5
R3	847.8	821.5	747.3
R2	781.3	781.3	741.3
R1	755.3	755.3	735.3	768.3
PP	715.0	715.0	715.0	721.5
S1	689.0	689.0	723.0	702.0
S2	648.8	648.8	717.0
S3	582.5	622.8	710.8
S4	516.3	556.3	692.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	741.2	674.9	66.3	9.1%	18.3	2.5%	82%	True	False	815
10	741.2	669.1	72.1	9.9%	13.0	1.8%	83%	True	False	455
20	749.4	669.1	80.3	11.0%	11.5	1.6%	75%	False	False	353
40	765.1	669.1	96.0	13.2%	8.8	1.2%	63%	False	False	181

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	789.8
2.618	771.0
1.618	759.8
1.000	752.5
0.618	748.3
HIGH	741.3
0.618	736.8
0.500	735.5
0.382	734.3
LOW	729.8
0.618	722.8
1.000	718.5
1.618	711.3
2.618	700.0
4.250	681.3

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	735.5	724.5
PP	733.3	720.0
S1	731.3	715.3

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