ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 798.4 793.0 -5.4 -0.7% 779.3
High 798.4 799.0 0.6 0.1% 798.7
Low 784.6 785.1 0.5 0.1% 772.2
Close 790.5 791.2 0.7 0.1% 796.2
Range 13.8 13.9 0.1 0.7% 26.5
ATR 14.2 14.2 0.0 -0.1% 0.0
Volume 117,030 197,219 80,189 68.5% 611,051
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 833.5 826.3 798.8
R3 819.5 812.3 795.0
R2 805.8 805.8 793.8
R1 798.5 798.5 792.5 795.0
PP 791.8 791.8 791.8 790.0
S1 784.5 784.5 790.0 781.3
S2 777.8 777.8 788.8
S3 764.0 770.8 787.5
S4 750.0 756.8 783.5
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
5 799.0 781.4 17.6 2.2% 13.0 1.6% 56% True False 142,170
10 799.0 760.8 38.2 4.8% 13.0 1.6% 80% True False 124,178
20 799.0 732.6 66.4 8.4% 13.0 1.6% 88% True False 117,677
40 799.0 698.1 100.9 12.8% 16.0 2.0% 92% True False 112,042
60 799.0 669.1 129.9 16.4% 14.3 1.8% 94% True False 74,789
80 799.0 662.0 137.0 17.3% 12.3 1.5% 94% True False 56,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 858.0
2.618 835.5
1.618 821.5
1.000 813.0
0.618 807.5
HIGH 799.0
0.618 793.8
0.500 792.0
0.382 790.5
LOW 785.0
0.618 776.5
1.000 771.3
1.618 762.5
2.618 748.8
4.250 726.0
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 792.0 791.8
PP 791.8 791.5
S1 791.5 791.5

Download as Excel Spreadsheet

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

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