ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 762.7 776.3 13.6 1.8% 743.9
High 776.7 783.0 6.3 0.8% 771.0
Low 760.8 773.0 12.2 1.6% 742.6
Close 775.4 780.7 5.3 0.7% 763.6
Range 15.9 10.0 -5.9 -37.1% 28.4
ATR 15.4 15.0 -0.4 -2.5% 0.0
Volume 120,275 101,805 -18,470 -15.4% 543,632
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 809.0 804.8 786.3
R3 799.0 794.8 783.5
R2 789.0 789.0 782.5
R1 784.8 784.8 781.5 786.8
PP 779.0 779.0 779.0 780.0
S1 774.8 774.8 779.8 776.8
S2 769.0 769.0 778.8
S3 759.0 764.8 778.0
S4 749.0 754.8 775.3
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
5 783.0 755.2 27.8 3.6% 13.5 1.7% 92% True False 112,210
10 783.0 732.6 50.4 6.5% 13.0 1.7% 95% True False 111,467
20 783.0 706.7 76.3 9.8% 13.8 1.8% 97% True False 100,352
40 783.0 669.1 113.9 14.6% 16.3 2.1% 98% True False 86,624
60 783.0 669.1 113.9 14.6% 14.3 1.8% 98% True False 57,796
80 783.0 599.4 183.6 23.5% 11.0 1.4% 99% True False 43,350
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 3.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 825.5
2.618 809.3
1.618 799.3
1.000 793.0
0.618 789.3
HIGH 783.0
0.618 779.3
0.500 778.0
0.382 776.8
LOW 773.0
0.618 766.8
1.000 763.0
1.618 756.8
2.618 746.8
4.250 730.5
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 779.8 777.8
PP 779.0 774.8
S1 778.0 771.8

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

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