ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 715.3 720.5 5.2 0.7% 741.7
High 728.1 727.3 -0.8 -0.1% 743.7
Low 712.4 702.4 -10.0 -1.4% 698.1
Close 718.4 703.5 -14.9 -2.1% 718.4
Range 15.7 24.9 9.2 58.6% 45.6
ATR 19.3 19.7 0.4 2.1% 0.0
Volume 142,948 126,694 -16,254 -11.4% 1,023,303
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 785.8 769.5 717.3
R3 760.8 744.8 710.3
R2 736.0 736.0 708.0
R1 719.8 719.8 705.8 715.5
PP 711.0 711.0 711.0 709.0
S1 694.8 694.8 701.3 690.5
S2 686.3 686.3 699.0
S3 661.3 670.0 696.8
S4 636.3 645.0 689.8
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 856.8 833.3 743.5
R3 811.3 787.8 731.0
R2 765.8 765.8 726.8
R1 742.0 742.0 722.5 731.0
PP 720.0 720.0 720.0 714.5
S1 696.5 696.5 714.3 685.5
S2 674.5 674.5 710.0
S3 628.8 650.8 705.8
S4 583.3 605.3 693.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 739.7 698.1 41.6 5.9% 21.5 3.0% 13% False False 181,212
10 749.5 698.1 51.4 7.3% 23.0 3.3% 11% False False 144,442
20 749.5 669.1 80.4 11.4% 18.8 2.7% 43% False False 72,896
40 765.1 669.1 96.0 13.6% 14.5 2.1% 36% False False 36,519
60 765.1 599.4 165.7 23.6% 10.3 1.5% 63% False False 24,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 833.0
2.618 792.5
1.618 767.5
1.000 752.3
0.618 742.8
HIGH 727.3
0.618 717.8
0.500 714.8
0.382 712.0
LOW 702.5
0.618 687.0
1.000 677.5
1.618 662.0
2.618 637.3
4.250 596.5
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 714.8 713.0
PP 711.0 710.0
S1 707.3 706.8

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

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