ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 743.9 746.1 2.2 0.3% 720.5
High 750.8 750.1 -0.7 -0.1% 747.9
Low 739.8 731.6 -8.2 -1.1% 702.4
Close 746.5 734.1 -12.4 -1.7% 743.6
Range 11.0 18.5 7.5 68.2% 45.5
ATR 18.6 18.6 0.0 0.0% 0.0
Volume 56,879 83,338 26,459 46.5% 541,398
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 794.0 782.5 744.3
R3 775.5 764.0 739.3
R2 757.0 757.0 737.5
R1 745.5 745.5 735.8 742.0
PP 738.5 738.5 738.5 736.8
S1 727.0 727.0 732.5 723.5
S2 720.0 720.0 730.8
S3 701.5 708.5 729.0
S4 683.0 690.0 724.0
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
5 750.8 722.5 28.3 3.9% 14.5 2.0% 41% False False 80,472
10 750.8 698.1 52.7 7.2% 17.8 2.4% 68% False False 116,308
20 750.8 689.5 61.3 8.4% 20.8 2.8% 73% False False 100,621
40 750.8 669.1 81.7 11.1% 15.3 2.1% 80% False False 50,389
60 765.1 644.3 120.8 16.5% 11.8 1.6% 74% False False 33,596
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 828.8
2.618 798.5
1.618 780.0
1.000 768.5
0.618 761.5
HIGH 750.0
0.618 743.0
0.500 740.8
0.382 738.8
LOW 731.5
0.618 720.3
1.000 713.0
1.618 701.8
2.618 683.3
4.250 653.0
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 740.8 741.3
PP 738.5 738.8
S1 736.3 736.5

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

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