ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 731.1 715.6 -15.5 -2.1% 738.0
High 739.7 719.4 -20.3 -2.7% 749.5
Low 710.2 700.7 -9.5 -1.3% 712.9
Close 714.5 704.3 -10.2 -1.4% 742.8
Range 29.5 18.7 -10.8 -36.6% 36.6
ATR 19.7 19.6 -0.1 -0.4% 0.0
Volume 297,899 186,499 -111,400 -37.4% 303,556
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 764.3 753.0 714.5
R3 745.5 734.3 709.5
R2 726.8 726.8 707.8
R1 715.5 715.5 706.0 711.8
PP 708.3 708.3 708.3 706.3
S1 696.8 696.8 702.5 693.3
S2 689.5 689.5 700.8
S3 670.8 678.3 699.3
S4 652.0 659.5 694.0
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 844.8 830.5 763.0
R3 808.3 793.8 752.8
R2 771.8 771.8 749.5
R1 757.3 757.3 746.3 764.5
PP 735.0 735.0 735.0 738.8
S1 720.8 720.8 739.5 727.8
S2 698.5 698.5 736.0
S3 661.8 684.0 732.8
S4 625.3 647.5 722.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 749.5 700.7 48.8 6.9% 27.8 3.9% 7% False True 198,823
10 749.5 700.7 48.8 6.9% 21.3 3.0% 7% False True 103,465
20 749.5 669.1 80.4 11.4% 17.0 2.4% 44% False False 51,838
40 765.1 669.1 96.0 13.6% 13.5 1.9% 37% False False 25,977
60 765.1 599.4 165.7 23.5% 9.3 1.3% 63% False False 17,324
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 4.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 799.0
2.618 768.3
1.618 749.8
1.000 738.0
0.618 731.0
HIGH 719.5
0.618 712.3
0.500 710.0
0.382 707.8
LOW 700.8
0.618 689.3
1.000 682.0
1.618 670.5
2.618 651.8
4.250 621.3
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 710.0 722.3
PP 708.3 716.3
S1 706.3 710.3

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

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