ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 826.0 826.2 0.2 0.0% 798.4
High 828.9 829.7 0.8 0.1% 832.0
Low 821.8 820.3 -1.5 -0.2% 784.6
Close 824.7 827.7 3.0 0.4% 827.9
Range 7.1 9.4 2.3 32.4% 47.4
ATR 14.4 14.0 -0.4 -2.5% 0.0
Volume 97,680 109,481 11,801 12.1% 698,522
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 854.0 850.3 832.8
R3 844.8 841.0 830.3
R2 835.3 835.3 829.5
R1 831.5 831.5 828.5 833.5
PP 826.0 826.0 826.0 826.8
S1 822.0 822.0 826.8 824.0
S2 816.5 816.5 826.0
S3 807.0 812.8 825.0
S4 797.8 803.3 822.5
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
5 832.0 787.1 44.9 5.4% 14.0 1.7% 90% False False 118,286
10 832.0 781.4 50.6 6.1% 13.5 1.6% 92% False False 130,228
20 832.0 751.9 80.1 9.7% 13.3 1.6% 95% False False 119,301
40 832.0 698.1 133.9 16.2% 15.3 1.8% 97% False False 123,511
60 832.0 669.1 162.9 19.7% 15.0 1.8% 97% False False 84,632
80 832.0 669.1 162.9 19.7% 13.0 1.6% 97% False False 63,486
100 832.0 599.4 232.6 28.1% 10.8 1.3% 98% False False 50,793
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 869.8
2.618 854.3
1.618 845.0
1.000 839.0
0.618 835.5
HIGH 829.8
0.618 826.0
0.500 825.0
0.382 824.0
LOW 820.3
0.618 814.5
1.000 811.0
1.618 805.0
2.618 795.8
4.250 780.3
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 826.8 825.3
PP 826.0 823.0
S1 825.0 820.5

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

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