ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 822.7 818.5 -4.2 -0.5% 826.0
High 822.8 824.1 1.3 0.2% 831.9
Low 810.3 815.3 5.0 0.6% 810.3
Close 813.4 822.8 9.4 1.2% 813.4
Range 12.5 8.8 -3.7 -29.6% 21.6
ATR 13.9 13.6 -0.2 -1.6% 0.0
Volume 135,121 110,934 -24,187 -17.9% 625,260
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 847.3 843.8 827.8
R3 838.3 835.0 825.3
R2 829.5 829.5 824.5
R1 826.3 826.3 823.5 827.8
PP 820.8 820.8 820.8 821.5
S1 817.3 817.3 822.0 819.0
S2 812.0 812.0 821.3
S3 803.3 808.5 820.5
S4 794.3 799.8 818.0
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 2.6% 11.3 1.4% 58% False False 127,702
10 832.0 785.1 46.9 5.7% 13.3 1.6% 80% False False 131,768
20 832.0 760.6 71.4 8.7% 13.0 1.6% 87% False False 123,429
40 832.0 698.1 133.9 16.3% 13.8 1.7% 93% False False 114,221
60 832.0 669.1 162.9 19.8% 15.0 1.8% 94% False False 93,427
80 832.0 669.1 162.9 19.8% 13.8 1.7% 94% False False 70,099
100 832.0 599.4 232.6 28.3% 11.0 1.3% 96% False False 56,083
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 861.5
2.618 847.3
1.618 838.3
1.000 833.0
0.618 829.5
HIGH 824.0
0.618 820.8
0.500 819.8
0.382 818.8
LOW 815.3
0.618 809.8
1.000 806.5
1.618 801.0
2.618 792.3
4.250 778.0
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 821.8 822.0
PP 820.8 821.5
S1 819.8 820.8

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

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