ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 745.9 743.9 -2.0 -0.3% 749.6
High 753.0 752.3 -0.7 -0.1% 759.0
Low 741.3 742.6 1.3 0.2% 732.6
Close 747.6 750.2 2.6 0.3% 747.6
Range 11.7 9.7 -2.0 -17.1% 26.4
ATR 16.9 16.4 -0.5 -3.1% 0.0
Volume 110,558 97,168 -13,390 -12.1% 461,782
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 777.5 773.5 755.5
R3 767.8 763.8 752.8
R2 758.0 758.0 752.0
R1 754.3 754.3 751.0 756.0
PP 748.3 748.3 748.3 749.3
S1 744.5 744.5 749.3 746.5
S2 738.8 738.8 748.5
S3 729.0 734.8 747.5
S4 719.3 725.0 744.8
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 825.5 813.0 762.0
R3 799.3 786.5 754.8
R2 772.8 772.8 752.5
R1 760.3 760.3 750.0 753.3
PP 746.5 746.5 746.5 743.0
S1 733.8 733.8 745.3 727.0
S2 720.0 720.0 742.8
S3 693.5 707.5 740.3
S4 667.3 681.0 733.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 759.0 732.6 26.4 3.5% 13.3 1.8% 67% False False 111,790
10 759.0 731.6 27.4 3.7% 12.3 1.6% 68% False False 86,044
20 759.0 698.1 60.9 8.1% 17.5 2.3% 86% False False 127,721
40 759.0 669.1 89.9 12.0% 16.0 2.1% 90% False False 67,298
60 765.1 669.1 96.0 12.8% 13.0 1.7% 84% False False 44,882
80 765.1 599.4 165.7 22.1% 10.0 1.3% 91% False False 33,667
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 793.5
2.618 777.8
1.618 768.0
1.000 762.0
0.618 758.3
HIGH 752.3
0.618 748.5
0.500 747.5
0.382 746.3
LOW 742.5
0.618 736.5
1.000 733.0
1.618 727.0
2.618 717.3
4.250 701.5
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 749.3 747.8
PP 748.3 745.3
S1 747.5 742.8

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

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