ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 825.3 822.7 -2.6 -0.3% 826.0
High 831.2 822.8 -8.4 -1.0% 831.9
Low 818.0 810.3 -7.7 -0.9% 810.3
Close 824.0 813.4 -10.6 -1.3% 813.4
Range 13.2 12.5 -0.7 -5.3% 21.6
ATR 13.9 13.9 0.0 -0.1% 0.0
Volume 154,365 135,121 -19,244 -12.5% 625,260
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 853.0 845.8 820.3
R3 840.5 833.3 816.8
R2 828.0 828.0 815.8
R1 820.8 820.8 814.5 818.0
PP 815.5 815.5 815.5 814.3
S1 808.3 808.3 812.3 805.5
S2 803.0 803.0 811.0
S3 790.5 795.8 810.0
S4 778.0 783.3 806.5
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 883.3 870.0 825.3
R3 861.8 848.3 819.3
R2 840.3 840.3 817.3
R1 826.8 826.8 815.5 822.8
PP 818.5 818.5 818.5 816.5
S1 805.3 805.3 811.5 801.0
S2 797.0 797.0 809.5
S3 775.3 783.5 807.5
S4 753.8 762.0 801.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.9 810.3 21.6 2.7% 11.0 1.4% 14% False True 125,052
10 832.0 784.6 47.4 5.8% 13.8 1.7% 61% False False 132,378
20 832.0 755.2 76.8 9.4% 13.5 1.6% 76% False False 123,977
40 832.0 698.1 133.9 16.5% 14.0 1.7% 86% False False 116,110
60 832.0 669.1 162.9 20.0% 15.0 1.8% 89% False False 91,578
80 832.0 669.1 162.9 20.0% 13.5 1.7% 89% False False 68,713
100 832.0 599.4 232.6 28.6% 11.0 1.4% 92% False False 54,974
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 876.0
2.618 855.5
1.618 843.0
1.000 835.3
0.618 830.5
HIGH 822.8
0.618 818.0
0.500 816.5
0.382 815.0
LOW 810.3
0.618 802.5
1.000 797.8
1.618 790.0
2.618 777.5
4.250 757.3
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 816.5 821.0
PP 815.5 818.5
S1 814.5 816.0

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

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