ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 733.5 737.5 4.0 0.5% 741.7
High 746.1 745.9 -0.2 0.0% 743.7
Low 722.5 734.7 12.2 1.7% 698.1
Close 737.7 742.0 4.3 0.6% 718.4
Range 23.6 11.2 -12.4 -52.5% 45.6
ATR 20.7 20.1 -0.7 -3.3% 0.0
Volume 131,141 88,013 -43,128 -32.9% 1,023,303
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 774.5 769.5 748.3
R3 763.3 758.3 745.0
R2 752.0 752.0 744.0
R1 747.0 747.0 743.0 749.5
PP 740.8 740.8 740.8 742.0
S1 735.8 735.8 741.0 738.3
S2 729.8 729.8 740.0
S3 718.5 724.8 739.0
S4 707.3 713.5 735.8
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
5 746.1 702.4 43.7 5.9% 20.8 2.8% 91% False False 128,270
10 746.1 698.1 48.0 6.5% 22.8 3.1% 91% False False 169,399
20 749.5 671.6 77.9 10.5% 20.5 2.7% 90% False False 91,467
40 760.3 669.1 91.2 12.3% 15.0 2.0% 80% False False 45,810
60 765.1 599.4 165.7 22.3% 11.3 1.5% 86% False False 30,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.0
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 793.5
2.618 775.3
1.618 764.0
1.000 757.0
0.618 752.8
HIGH 746.0
0.618 741.5
0.500 740.3
0.382 739.0
LOW 734.8
0.618 727.8
1.000 723.5
1.618 716.5
2.618 705.5
4.250 687.0
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 741.5 736.8
PP 740.8 731.5
S1 740.3 726.5

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

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