ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 776.3 780.6 4.3 0.6% 766.7
High 783.0 784.5 1.5 0.2% 784.5
Low 773.0 776.9 3.9 0.5% 760.6
Close 780.7 782.8 2.1 0.3% 782.8
Range 10.0 7.6 -2.4 -24.0% 23.9
ATR 15.0 14.5 -0.5 -3.5% 0.0
Volume 101,805 94,405 -7,400 -7.3% 422,829
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 804.3 801.0 787.0
R3 796.5 793.5 785.0
R2 789.0 789.0 784.3
R1 786.0 786.0 783.5 787.5
PP 781.5 781.5 781.5 782.3
S1 778.3 778.3 782.0 779.8
S2 773.8 773.8 781.5
S3 766.3 770.8 780.8
S4 758.5 763.0 778.5
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 847.8 839.3 796.0
R3 823.8 815.3 789.3
R2 799.8 799.8 787.3
R1 791.3 791.3 785.0 795.5
PP 776.0 776.0 776.0 778.0
S1 767.5 767.5 780.5 771.8
S2 752.0 752.0 778.5
S3 728.3 743.5 776.3
S4 704.3 719.8 769.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 784.5 755.2 29.3 3.7% 12.5 1.6% 94% True False 108,942
10 784.5 741.3 43.2 5.5% 11.8 1.5% 96% True False 107,701
20 784.5 722.5 62.0 7.9% 12.8 1.6% 97% True False 97,444
40 784.5 669.1 115.4 14.7% 16.3 2.1% 99% True False 88,983
60 784.5 669.1 115.4 14.7% 14.3 1.8% 99% True False 59,369
80 784.5 599.4 185.1 23.6% 11.3 1.4% 99% True False 44,529
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.1
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 816.8
2.618 804.5
1.618 796.8
1.000 792.0
0.618 789.3
HIGH 784.5
0.618 781.5
0.500 780.8
0.382 779.8
LOW 777.0
0.618 772.3
1.000 769.3
1.618 764.5
2.618 757.0
4.250 744.5
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 782.0 779.5
PP 781.5 776.0
S1 780.8 772.8

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

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