ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 744.5 743.9 -0.6 -0.1% 720.5
High 747.9 750.8 2.9 0.4% 747.9
Low 739.8 739.8 0.0 0.0% 702.4
Close 743.6 746.5 2.9 0.4% 743.6
Range 8.1 11.0 2.9 35.8% 45.5
ATR 19.2 18.6 -0.6 -3.1% 0.0
Volume 42,992 56,879 13,887 32.3% 541,398
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 778.8 773.5 752.5
R3 767.8 762.5 749.5
R2 756.8 756.8 748.5
R1 751.5 751.5 747.5 754.3
PP 745.8 745.8 745.8 747.0
S1 740.5 740.5 745.5 743.3
S2 734.8 734.8 744.5
S3 723.8 729.5 743.5
S4 712.8 718.5 740.5
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
5 750.8 706.7 44.1 5.9% 16.5 2.2% 90% True False 94,316
10 750.8 698.1 52.7 7.1% 19.0 2.5% 92% True False 137,764
20 750.8 688.2 62.6 8.4% 20.3 2.7% 93% True False 96,460
40 750.8 669.1 81.7 10.9% 15.3 2.0% 95% True False 48,306
60 765.1 599.4 165.7 22.2% 11.5 1.5% 89% False False 32,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 797.5
2.618 779.5
1.618 768.5
1.000 761.8
0.618 757.5
HIGH 750.8
0.618 746.5
0.500 745.3
0.382 744.0
LOW 739.8
0.618 733.0
1.000 728.8
1.618 722.0
2.618 711.0
4.250 693.0
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 746.0 745.3
PP 745.8 744.0
S1 745.3 742.8

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

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