ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 749.6 749.0 -0.6 -0.1% 743.9
High 759.0 751.8 -7.2 -0.9% 750.8
Low 746.8 739.8 -7.0 -0.9% 731.6
Close 749.5 745.9 -3.6 -0.5% 738.8
Range 12.2 12.0 -0.2 -1.6% 19.2
ATR 17.5 17.1 -0.4 -2.3% 0.0
Volume 121,034 98,126 -22,908 -18.9% 258,498
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 781.8 775.8 752.5
R3 769.8 763.8 749.3
R2 757.8 757.8 748.0
R1 751.8 751.8 747.0 748.8
PP 745.8 745.8 745.8 744.3
S1 739.8 739.8 744.8 736.8
S2 733.8 733.8 743.8
S3 721.8 727.8 742.5
S4 709.8 715.8 739.3
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 798.0 787.5 749.3
R3 778.8 768.5 744.0
R2 759.5 759.5 742.3
R1 749.3 749.3 740.5 744.8
PP 740.5 740.5 740.5 738.3
S1 730.0 730.0 737.0 725.5
S2 721.3 721.3 735.3
S3 702.0 710.8 733.5
S4 682.8 691.5 728.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 759.0 731.6 27.4 3.7% 12.3 1.6% 52% False False 84,155
10 759.0 706.7 52.3 7.0% 14.3 1.9% 75% False False 89,236
20 759.0 698.1 60.9 8.2% 18.8 2.5% 78% False False 116,839
40 759.0 669.1 89.9 12.1% 15.5 2.1% 85% False False 58,811
60 765.1 669.1 96.0 12.9% 12.5 1.7% 80% False False 39,219
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 802.8
2.618 783.3
1.618 771.3
1.000 763.8
0.618 759.3
HIGH 751.8
0.618 747.3
0.500 745.8
0.382 744.5
LOW 739.8
0.618 732.5
1.000 727.8
1.618 720.5
2.618 708.5
4.250 688.8
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 745.8 747.5
PP 745.8 747.0
S1 745.8 746.5

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

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