ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 759.5 764.0 4.5 0.6% 749.6
High 766.2 771.0 4.8 0.6% 759.0
Low 756.6 758.6 2.0 0.3% 732.6
Close 764.9 768.0 3.1 0.4% 747.6
Range 9.6 12.4 2.8 29.2% 26.4
ATR 15.7 15.5 -0.2 -1.5% 0.0
Volume 102,739 110,748 8,009 7.8% 461,782
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 803.0 798.0 774.8
R3 790.8 785.5 771.5
R2 778.3 778.3 770.3
R1 773.3 773.3 769.3 775.8
PP 765.8 765.8 765.8 767.3
S1 760.8 760.8 766.8 763.3
S2 753.5 753.5 765.8
S3 741.0 748.3 764.5
S4 728.8 736.0 761.3
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
5 771.0 741.3 29.7 3.9% 11.0 1.4% 90% True False 106,461
10 771.0 732.6 38.4 5.0% 11.8 1.5% 92% True False 100,181
20 771.0 698.1 72.9 9.5% 14.8 1.9% 96% True False 108,244
40 771.0 669.1 101.9 13.3% 15.8 2.0% 97% True False 75,379
60 771.0 669.1 101.9 13.3% 13.8 1.8% 97% True False 50,291
80 771.0 599.4 171.6 22.3% 10.5 1.4% 98% True False 37,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 823.8
2.618 803.5
1.618 791.0
1.000 783.5
0.618 778.8
HIGH 771.0
0.618 766.3
0.500 764.8
0.382 763.3
LOW 758.5
0.618 751.0
1.000 746.3
1.618 738.5
2.618 726.3
4.250 706.0
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 767.0 765.8
PP 765.8 763.8
S1 764.8 761.5

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

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