ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 742.2 743.7 1.5 0.2% 674.9
High 747.0 749.5 2.5 0.3% 741.2
Low 726.4 715.2 -11.2 -1.5% 674.9
Close 743.3 718.9 -24.4 -3.3% 729.1
Range 20.6 34.3 13.7 66.5% 66.3
ATR 16.2 17.5 1.3 7.9% 0.0
Volume 22,568 93,498 70,930 314.3% 4,078
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 830.8 809.3 737.8
R3 796.5 774.8 728.3
R2 762.3 762.3 725.3
R1 740.5 740.5 722.0 734.3
PP 727.8 727.8 727.8 724.8
S1 706.3 706.3 715.8 700.0
S2 693.5 693.5 712.5
S3 659.3 672.0 709.5
S4 625.0 637.8 700.0
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
5 749.5 715.2 34.3 4.8% 19.5 2.7% 11% True True 26,531
10 749.5 671.6 77.9 10.8% 18.0 2.5% 61% True False 13,535
20 749.5 669.1 80.4 11.2% 14.8 2.0% 62% True False 6,875
40 765.1 669.1 96.0 13.4% 11.0 1.5% 52% False False 3,462
60 765.1 599.4 165.7 23.0% 7.5 1.1% 72% False False 2,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 895.3
2.618 839.3
1.618 805.0
1.000 783.8
0.618 770.8
HIGH 749.5
0.618 736.5
0.500 732.3
0.382 728.3
LOW 715.3
0.618 694.0
1.000 681.0
1.618 659.8
2.618 625.5
4.250 569.5
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 732.3 732.3
PP 727.8 727.8
S1 723.5 723.5

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

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