ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 791.1 798.4 7.3 0.9% 779.3
High 798.0 798.4 0.4 0.1% 798.7
Low 786.8 784.6 -2.2 -0.3% 772.2
Close 796.2 790.5 -5.7 -0.7% 796.2
Range 11.2 13.8 2.6 23.2% 26.5
ATR 14.2 14.2 0.0 -0.2% 0.0
Volume 130,727 117,030 -13,697 -10.5% 611,051
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 832.5 825.3 798.0
R3 818.8 811.5 794.3
R2 805.0 805.0 793.0
R1 797.8 797.8 791.8 794.5
PP 791.3 791.3 791.3 789.5
S1 784.0 784.0 789.3 780.8
S2 777.3 777.3 788.0
S3 763.5 770.3 786.8
S4 749.8 756.3 783.0
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 868.5 858.8 810.8
R3 842.0 832.3 803.5
R2 815.5 815.5 801.0
R1 805.8 805.8 798.8 810.8
PP 789.0 789.0 789.0 791.5
S1 779.3 779.3 793.8 784.3
S2 762.5 762.5 791.3
S3 736.0 752.8 789.0
S4 709.5 726.3 781.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 798.7 772.2 26.5 3.4% 14.0 1.8% 69% False False 125,920
10 798.7 760.6 38.1 4.8% 13.0 1.7% 78% False False 115,091
20 798.7 732.6 66.1 8.4% 12.8 1.6% 88% False False 110,735
40 798.7 698.1 100.6 12.7% 16.0 2.0% 92% False False 107,146
60 798.7 669.1 129.6 16.4% 14.5 1.8% 94% False False 71,502
80 798.7 662.0 136.7 17.3% 12.0 1.5% 94% False False 53,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 857.0
2.618 834.5
1.618 820.8
1.000 812.3
0.618 807.0
HIGH 798.5
0.618 793.3
0.500 791.5
0.382 789.8
LOW 784.5
0.618 776.0
1.000 770.8
1.618 762.3
2.618 748.5
4.250 726.0
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 791.5 791.8
PP 791.3 791.3
S1 790.8 791.0

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

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