ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 810.5 827.3 16.8 2.1% 818.5
High 828.9 833.0 4.1 0.5% 833.0
Low 806.3 826.1 19.8 2.5% 806.3
Close 827.5 827.6 0.1 0.0% 827.6
Range 22.6 6.9 -15.7 -69.5% 26.7
ATR 14.5 14.0 -0.5 -3.8% 0.0
Volume 175,374 96,836 -78,538 -44.8% 686,660
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 849.5 845.5 831.5
R3 842.8 838.5 829.5
R2 835.8 835.8 828.8
R1 831.8 831.8 828.3 833.8
PP 829.0 829.0 829.0 830.0
S1 824.8 824.8 827.0 826.8
S2 822.0 822.0 826.3
S3 815.0 818.0 825.8
S4 808.3 811.0 823.8
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 902.5 891.8 842.3
R3 875.8 865.0 835.0
R2 849.0 849.0 832.5
R1 838.3 838.3 830.0 843.8
PP 822.3 822.3 822.3 825.0
S1 811.5 811.5 825.3 817.0
S2 795.5 795.5 822.8
S3 769.0 785.0 820.3
S4 742.3 758.3 813.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 833.0 806.3 26.7 3.2% 13.8 1.7% 80% True False 137,332
10 833.0 806.3 26.7 3.2% 12.5 1.5% 80% True False 131,192
20 833.0 772.2 60.8 7.3% 13.8 1.7% 91% True False 131,074
40 833.0 722.5 110.5 13.4% 13.3 1.6% 95% True False 114,259
60 833.0 669.1 163.9 19.8% 15.3 1.9% 97% True False 103,014
80 833.0 669.1 163.9 19.8% 14.3 1.7% 97% True False 77,295
100 833.0 599.4 233.6 28.2% 11.8 1.4% 98% True False 61,838
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.8
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 862.3
2.618 851.0
1.618 844.3
1.000 840.0
0.618 837.3
HIGH 833.0
0.618 830.3
0.500 829.5
0.382 828.8
LOW 826.0
0.618 821.8
1.000 819.3
1.618 815.0
2.618 808.0
4.250 796.8
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 829.5 825.0
PP 829.0 822.3
S1 828.3 819.8

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

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