ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 715.6 704.2 -11.4 -1.6% 738.0
High 719.4 716.2 -3.2 -0.4% 749.5
Low 700.7 698.1 -2.6 -0.4% 712.9
Close 704.3 713.0 8.7 1.2% 742.8
Range 18.7 18.1 -0.6 -3.2% 36.6
ATR 19.6 19.5 -0.1 -0.6% 0.0
Volume 186,499 152,020 -34,479 -18.5% 303,556
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 763.5 756.3 723.0
R3 745.3 738.3 718.0
R2 727.3 727.3 716.3
R1 720.0 720.0 714.8 723.8
PP 709.0 709.0 709.0 711.0
S1 702.0 702.0 711.3 705.5
S2 691.0 691.0 709.8
S3 673.0 684.0 708.0
S4 654.8 665.8 703.0
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
5 745.2 698.1 47.1 6.6% 24.5 3.4% 32% False True 210,527
10 749.5 698.1 51.4 7.2% 22.0 3.1% 29% False True 118,529
20 749.5 669.1 80.4 11.3% 17.5 2.4% 55% False False 59,431
40 765.1 669.1 96.0 13.5% 14.0 2.0% 46% False False 29,778
60 765.1 599.4 165.7 23.2% 9.5 1.3% 69% False False 19,857
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 793.0
2.618 763.5
1.618 745.5
1.000 734.3
0.618 727.5
HIGH 716.3
0.618 709.3
0.500 707.3
0.382 705.0
LOW 698.0
0.618 687.0
1.000 680.0
1.618 668.8
2.618 650.8
4.250 621.3
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 711.0 719.0
PP 709.0 717.0
S1 707.3 715.0

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

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