ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 743.5 742.2 -1.3 -0.2% 674.9
High 748.1 747.0 -1.1 -0.1% 741.2
Low 736.4 726.4 -10.0 -1.4% 674.9
Close 739.7 743.3 3.6 0.5% 729.1
Range 11.7 20.6 8.9 76.1% 66.3
ATR 15.9 16.2 0.3 2.1% 0.0
Volume 6,078 22,568 16,490 271.3% 4,078
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 800.8 792.5 754.8
R3 780.0 772.0 749.0
R2 759.5 759.5 747.0
R1 751.5 751.5 745.3 755.5
PP 739.0 739.0 739.0 741.0
S1 730.8 730.8 741.5 734.8
S2 718.3 718.3 739.5
S3 697.8 710.3 737.8
S4 677.0 689.5 732.0
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
5 749.0 726.4 22.6 3.0% 14.8 2.0% 75% False True 8,108
10 749.0 669.1 79.9 10.7% 15.0 2.0% 93% False False 4,186
20 749.0 669.1 79.9 10.7% 13.8 1.9% 93% False False 2,216
40 765.1 669.1 96.0 12.9% 10.0 1.4% 77% False False 1,125
60 765.1 599.4 165.7 22.3% 7.0 0.9% 87% False False 757
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 834.5
2.618 801.0
1.618 780.3
1.000 767.5
0.618 759.8
HIGH 747.0
0.618 739.3
0.500 736.8
0.382 734.3
LOW 726.5
0.618 713.8
1.000 705.8
1.618 693.0
2.618 672.5
4.250 638.8
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 741.0 741.5
PP 739.0 739.5
S1 736.8 737.8

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

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