ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 793.0 789.3 -3.7 -0.5% 779.3
High 799.0 809.2 10.2 1.3% 798.7
Low 785.1 787.1 2.0 0.3% 772.2
Close 791.2 807.4 16.2 2.0% 796.2
Range 13.9 22.1 8.2 59.0% 26.5
ATR 14.2 14.7 0.6 4.0% 0.0
Volume 197,219 137,686 -59,533 -30.2% 611,051
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 867.5 859.5 819.5
R3 845.5 837.5 813.5
R2 823.3 823.3 811.5
R1 815.3 815.3 809.5 819.3
PP 801.3 801.3 801.3 803.3
S1 793.3 793.3 805.3 797.3
S2 779.3 779.3 803.3
S3 757.0 771.3 801.3
S4 735.0 749.0 795.3
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
5 809.2 784.6 24.6 3.0% 14.5 1.8% 93% True False 141,404
10 809.2 772.2 37.0 4.6% 13.5 1.7% 95% True False 125,919
20 809.2 732.6 76.6 9.5% 13.5 1.7% 98% True False 118,509
40 809.2 698.1 111.1 13.8% 16.3 2.0% 98% True False 115,449
60 809.2 669.1 140.1 17.4% 14.8 1.8% 99% True False 77,084
80 809.2 669.1 140.1 17.4% 12.5 1.6% 99% True False 57,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 903.0
2.618 867.0
1.618 845.0
1.000 831.3
0.618 822.8
HIGH 809.3
0.618 800.8
0.500 798.3
0.382 795.5
LOW 787.0
0.618 773.5
1.000 765.0
1.618 751.3
2.618 729.3
4.250 693.3
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 804.3 804.0
PP 801.3 800.5
S1 798.3 797.0

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

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