ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 809.4 811.5 2.1 0.3% 798.4
High 814.9 832.0 17.1 2.1% 832.0
Low 806.1 809.2 3.1 0.4% 784.6
Close 810.9 827.9 17.0 2.1% 827.9
Range 8.8 22.8 14.0 159.1% 47.4
ATR 14.3 14.9 0.6 4.2% 0.0
Volume 103,177 143,410 40,233 39.0% 698,522
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 891.5 882.5 840.5
R3 868.8 859.8 834.3
R2 845.8 845.8 832.0
R1 836.8 836.8 830.0 841.3
PP 823.0 823.0 823.0 825.3
S1 814.0 814.0 825.8 818.5
S2 800.3 800.3 823.8
S3 777.5 791.3 821.8
S4 754.8 768.5 815.3
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 957.0 939.8 854.0
R3 909.8 892.5 841.0
R2 862.3 862.3 836.5
R1 845.0 845.0 832.3 853.8
PP 814.8 814.8 814.8 819.0
S1 797.8 797.8 823.5 806.3
S2 767.5 767.5 819.3
S3 720.0 750.3 814.8
S4 672.8 702.8 801.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.0 784.6 47.4 5.7% 16.3 2.0% 91% True False 139,704
10 832.0 772.2 59.8 7.2% 15.0 1.8% 93% True False 130,957
20 832.0 741.3 90.7 11.0% 13.5 1.6% 95% True False 119,329
40 832.0 698.1 133.9 16.2% 16.3 2.0% 97% True False 121,234
60 832.0 669.1 162.9 19.7% 15.0 1.8% 97% True False 81,185
80 832.0 669.1 162.9 19.7% 13.0 1.6% 97% True False 60,897
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 4.2
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 929.0
2.618 891.8
1.618 869.0
1.000 854.8
0.618 846.0
HIGH 832.0
0.618 823.3
0.500 820.5
0.382 818.0
LOW 809.3
0.618 795.0
1.000 786.5
1.618 772.3
2.618 749.5
4.250 712.3
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 825.5 821.8
PP 823.0 815.8
S1 820.5 809.5

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

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