ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 737.5 744.5 7.0 0.9% 720.5
High 745.9 747.9 2.0 0.3% 747.9
Low 734.7 739.8 5.1 0.7% 702.4
Close 742.0 743.6 1.6 0.2% 743.6
Range 11.2 8.1 -3.1 -27.7% 45.5
ATR 20.1 19.2 -0.9 -4.3% 0.0
Volume 88,013 42,992 -45,021 -51.2% 541,398
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 768.0 764.0 748.0
R3 760.0 755.8 745.8
R2 751.8 751.8 745.0
R1 747.8 747.8 744.3 745.8
PP 743.8 743.8 743.8 742.8
S1 739.8 739.8 742.8 737.8
S2 735.8 735.8 742.0
S3 727.5 731.5 741.3
S4 719.5 723.5 739.3
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 867.8 851.3 768.5
R3 822.3 805.8 756.0
R2 776.8 776.8 752.0
R1 760.3 760.3 747.8 768.5
PP 731.3 731.3 731.3 735.5
S1 714.8 714.8 739.5 723.0
S2 685.8 685.8 735.3
S3 640.3 669.3 731.0
S4 594.8 623.8 718.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 747.9 702.4 45.5 6.1% 19.3 2.6% 91% True False 108,279
10 747.9 698.1 49.8 6.7% 20.3 2.7% 91% True False 156,470
20 749.5 674.9 74.6 10.0% 20.5 2.8% 92% False False 93,616
40 749.5 669.1 80.4 10.8% 15.0 2.0% 93% False False 46,884
60 765.1 599.4 165.7 22.3% 11.3 1.5% 87% False False 31,259
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 782.3
2.618 769.0
1.618 761.0
1.000 756.0
0.618 753.0
HIGH 748.0
0.618 744.8
0.500 743.8
0.382 743.0
LOW 739.8
0.618 734.8
1.000 731.8
1.618 726.8
2.618 718.5
4.250 705.5
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 743.8 740.8
PP 743.8 738.0
S1 743.8 735.3

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

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