ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	736.6	738.0	1.4	0.2%	674.9
High	741.2	749.0	7.8	1.1%	741.2
Low	729.8	729.1	-0.7	-0.1%	674.9
Close	729.1	743.5	14.4	2.0%	729.1
Range	11.4	19.9	8.5	74.6%	66.3
ATR	15.9	16.2	0.3	1.8%	0.0
Volume	1,383	9,128	7,745	560.0%	4,078

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	800.3	791.8	754.5
R3	780.3	771.8	749.0
R2	760.5	760.5	747.3
R1	752.0	752.0	745.3	756.3
PP	740.5	740.5	740.5	742.8
S1	732.0	732.0	741.8	736.3
S2	720.8	720.8	739.8
S3	700.8	712.3	738.0
S4	680.8	692.3	732.5

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	749.0	688.2	60.8	8.2%	18.5	2.5%	91%	True	False	2,638
10	749.0	669.1	79.9	10.7%	14.3	1.9%	93%	True	False	1,349
20	749.4	669.1	80.3	10.8%	12.3	1.6%	93%	False	False	784
40	765.1	669.1	96.0	12.9%	9.3	1.3%	78%	False	False	409

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	833.5
2.618	801.0
1.618	781.3
1.000	769.0
0.618	761.3
HIGH	749.0
0.618	741.5
0.500	739.0
0.382	736.8
LOW	729.0
0.618	716.8
1.000	709.3
1.618	697.0
2.618	677.0
4.250	644.5

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	742.0	741.5
PP	740.5	739.8
S1	739.0	737.8

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