ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 743.9 752.2 8.3 1.1% 749.6
High 752.3 763.8 11.5 1.5% 759.0
Low 742.6 751.9 9.3 1.3% 732.6
Close 750.2 761.6 11.4 1.5% 747.6
Range 9.7 11.9 2.2 22.7% 26.4
ATR 16.4 16.2 -0.2 -1.2% 0.0
Volume 97,168 111,095 13,927 14.3% 461,782
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 794.8 790.0 768.3
R3 783.0 778.3 764.8
R2 771.0 771.0 763.8
R1 766.3 766.3 762.8 768.8
PP 759.0 759.0 759.0 760.3
S1 754.5 754.5 760.5 756.8
S2 747.3 747.3 759.5
S3 735.3 742.5 758.3
S4 723.5 730.5 755.0
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
5 763.8 732.6 31.2 4.1% 13.0 1.7% 93% True False 109,802
10 763.8 731.6 32.2 4.2% 12.5 1.6% 93% True False 92,854
20 763.8 698.1 65.7 8.6% 16.5 2.2% 97% True False 124,662
40 763.8 669.1 94.7 12.4% 16.0 2.1% 98% True False 70,067
60 765.1 669.1 96.0 12.6% 13.3 1.7% 96% False False 46,733
80 765.1 599.4 165.7 21.8% 10.3 1.3% 98% False False 35,055
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 814.5
2.618 795.0
1.618 783.0
1.000 775.8
0.618 771.3
HIGH 763.8
0.618 759.3
0.500 757.8
0.382 756.5
LOW 752.0
0.618 744.5
1.000 740.0
1.618 732.8
2.618 720.8
4.250 701.3
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 760.3 758.5
PP 759.0 755.5
S1 757.8 752.5

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

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