ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 766.7 762.7 -4.0 -0.5% 743.9
High 775.0 776.7 1.7 0.2% 771.0
Low 760.6 760.8 0.2 0.0% 742.6
Close 762.5 775.4 12.9 1.7% 763.6
Range 14.4 15.9 1.5 10.4% 28.4
ATR 15.4 15.4 0.0 0.2% 0.0
Volume 106,344 120,275 13,931 13.1% 543,632
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 818.8 813.0 784.3
R3 802.8 797.0 779.8
R2 786.8 786.8 778.3
R1 781.3 781.3 776.8 784.0
PP 771.0 771.0 771.0 772.5
S1 765.3 765.3 774.0 768.0
S2 755.0 755.0 772.5
S3 739.3 749.3 771.0
S4 723.3 733.5 766.8
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
5 776.7 755.2 21.5 2.8% 13.5 1.7% 94% True False 112,397
10 776.7 732.6 44.1 5.7% 13.3 1.7% 97% True False 111,099
20 776.7 702.4 74.3 9.6% 14.5 1.9% 98% True False 101,596
40 776.7 669.1 107.6 13.9% 16.0 2.1% 99% True False 84,083
60 776.7 669.1 107.6 13.9% 14.3 1.9% 99% True False 56,100
80 776.7 599.4 177.3 22.9% 11.0 1.4% 99% True False 42,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 844.3
2.618 818.3
1.618 802.5
1.000 792.5
0.618 786.5
HIGH 776.8
0.618 770.8
0.500 768.8
0.382 766.8
LOW 760.8
0.618 751.0
1.000 745.0
1.618 735.0
2.618 719.3
4.250 693.3
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 773.3 772.3
PP 771.0 769.0
S1 768.8 766.0

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

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