ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 817.2 801.0 -16.2 -2.0% 825.5
High 817.6 805.6 -12.0 -1.5% 831.0
Low 798.1 793.8 -4.3 -0.5% 798.1
Close 801.1 805.2 4.1 0.5% 801.1
Range 19.5 11.8 -7.7 -39.5% 32.9
ATR 15.1 14.9 -0.2 -1.6% 0.0
Volume 175,157 145,136 -30,021 -17.1% 838,810
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 837.0 832.8 811.8
R3 825.3 821.0 808.5
R2 813.3 813.3 807.3
R1 809.3 809.3 806.3 811.3
PP 801.5 801.5 801.5 802.5
S1 797.5 797.5 804.0 799.5
S2 789.8 789.8 803.0
S3 778.0 785.8 802.0
S4 766.3 773.8 798.8
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 908.8 887.8 819.3
R3 875.8 855.0 810.3
R2 843.0 843.0 807.3
R1 822.0 822.0 804.0 816.0
PP 810.0 810.0 810.0 807.0
S1 789.3 789.3 798.0 783.3
S2 777.3 777.3 795.0
S3 744.3 756.3 792.0
S4 711.3 723.3 783.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.0 793.8 37.2 4.6% 17.3 2.1% 31% False True 163,981
10 832.6 793.8 38.8 4.8% 15.3 1.9% 29% False True 145,937
20 833.0 793.8 39.2 4.9% 14.0 1.7% 29% False True 138,564
40 833.0 741.3 91.7 11.4% 13.8 1.7% 70% False False 128,947
60 833.0 698.1 134.9 16.8% 15.5 1.9% 79% False False 127,010
80 833.0 669.1 163.9 20.4% 14.8 1.8% 83% False False 95,530
100 833.0 669.1 163.9 20.4% 13.0 1.6% 83% False False 76,431
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 False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 855.8
2.618 836.5
1.618 824.8
1.000 817.5
0.618 813.0
HIGH 805.5
0.618 801.0
0.500 799.8
0.382 798.3
LOW 793.8
0.618 786.5
1.000 782.0
1.618 774.8
2.618 763.0
4.250 743.8
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 803.3 808.8
PP 801.5 807.5
S1 799.8 806.5

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

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