ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 764.0 768.8 4.8 0.6% 743.9
High 771.0 770.0 -1.0 -0.1% 771.0
Low 758.6 755.2 -3.4 -0.4% 742.6
Close 768.0 763.6 -4.4 -0.6% 763.6
Range 12.4 14.8 2.4 19.4% 28.4
ATR 15.5 15.5 -0.1 -0.3% 0.0
Volume 110,748 121,882 11,134 10.1% 543,632
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 807.3 800.3 771.8
R3 792.5 785.5 767.8
R2 777.8 777.8 766.3
R1 770.8 770.8 765.0 766.8
PP 763.0 763.0 763.0 761.0
S1 755.8 755.8 762.3 752.0
S2 748.3 748.3 761.0
S3 733.3 741.0 759.5
S4 718.5 726.3 755.5
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 844.3 832.3 779.3
R3 815.8 804.0 771.5
R2 787.5 787.5 768.8
R1 775.5 775.5 766.3 781.5
PP 759.0 759.0 759.0 762.0
S1 747.3 747.3 761.0 753.0
S2 730.8 730.8 758.5
S3 702.3 718.8 755.8
S4 673.8 690.3 748.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 771.0 742.6 28.4 3.7% 11.8 1.5% 74% False False 108,726
10 771.0 732.6 38.4 5.0% 12.3 1.6% 81% False False 106,379
20 771.0 698.1 72.9 9.5% 14.8 1.9% 90% False False 105,013
40 771.0 669.1 101.9 13.3% 15.8 2.1% 93% False False 78,426
60 771.0 669.1 101.9 13.3% 13.8 1.8% 93% False False 52,323
80 771.0 599.4 171.6 22.5% 10.5 1.4% 96% False False 39,246
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 833.0
2.618 808.8
1.618 794.0
1.000 784.8
0.618 779.3
HIGH 770.0
0.618 764.3
0.500 762.5
0.382 760.8
LOW 755.3
0.618 746.0
1.000 740.5
1.618 731.3
2.618 716.5
4.250 692.3
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 763.3 763.5
PP 763.0 763.3
S1 762.5 763.0

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

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