ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 780.6 789.8 9.2 1.2% 766.7
High 791.3 795.3 4.0 0.5% 784.5
Low 772.2 781.4 9.2 1.2% 760.6
Close 790.3 794.1 3.8 0.5% 782.8
Range 19.1 13.9 -5.2 -27.2% 23.9
ATR 14.7 14.7 -0.1 -0.4% 0.0
Volume 115,972 141,513 25,541 22.0% 422,829
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 832.0 827.0 801.8
R3 818.0 813.0 798.0
R2 804.3 804.3 796.8
R1 799.3 799.3 795.3 801.8
PP 790.3 790.3 790.3 791.5
S1 785.3 785.3 792.8 787.8
S2 776.3 776.3 791.5
S3 762.5 771.3 790.3
S4 748.5 757.5 786.5
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
5 795.3 772.2 23.1 2.9% 12.8 1.6% 95% True False 110,434
10 795.3 755.2 40.1 5.0% 13.0 1.6% 97% True False 111,416
20 795.3 731.6 63.7 8.0% 12.8 1.6% 98% True False 102,135
40 795.3 674.9 120.4 15.2% 16.8 2.1% 99% True False 97,875
60 795.3 669.1 126.2 15.9% 14.3 1.8% 99% True False 65,301
80 795.3 599.4 195.9 24.7% 11.8 1.5% 99% True False 48,978
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 4.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 854.5
2.618 831.8
1.618 817.8
1.000 809.3
0.618 804.0
HIGH 795.3
0.618 790.0
0.500 788.3
0.382 786.8
LOW 781.5
0.618 772.8
1.000 767.5
1.618 759.0
2.618 745.0
4.250 722.3
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 792.3 790.8
PP 790.3 787.3
S1 788.3 783.8

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

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