ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 815.8 829.4 13.6 1.7% 801.0
High 832.3 832.5 0.2 0.0% 821.7
Low 815.8 820.2 4.4 0.5% 783.7
Close 831.1 823.2 -7.9 -1.0% 818.4
Range 16.5 12.3 -4.2 -25.5% 38.0
ATR 14.9 14.7 -0.2 -1.2% 0.0
Volume 81,696 65,933 -15,763 -19.3% 762,814
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 862.3 855.0 830.0
R3 850.0 842.8 826.5
R2 837.5 837.5 825.5
R1 830.5 830.5 824.3 827.8
PP 825.3 825.3 825.3 824.0
S1 818.0 818.0 822.0 815.5
S2 813.0 813.0 821.0
S3 800.8 805.8 819.8
S4 788.5 793.5 816.5
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 922.0 908.3 839.3
R3 884.0 870.3 828.8
R2 846.0 846.0 825.3
R1 832.3 832.3 822.0 839.0
PP 808.0 808.0 808.0 811.5
S1 794.3 794.3 815.0 801.0
S2 770.0 770.0 811.5
S3 732.0 756.3 808.0
S4 694.0 718.3 797.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.5 793.3 39.2 4.8% 14.3 1.7% 76% True False 114,179
10 832.5 783.7 48.8 5.9% 15.0 1.8% 81% True False 136,764
20 833.0 783.7 49.3 6.0% 15.3 1.8% 80% False False 138,749
40 833.0 760.8 72.2 8.8% 14.0 1.7% 86% False False 131,735
60 833.0 702.4 130.6 15.9% 14.3 1.7% 92% False False 122,066
80 833.0 669.1 163.9 19.9% 15.0 1.8% 94% False False 106,407
100 833.0 669.1 163.9 19.9% 14.0 1.7% 94% False False 85,151
120 833.0 599.4 233.6 28.4% 12.0 1.4% 96% False False 70,961
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 1.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 884.8
2.618 864.8
1.618 852.5
1.000 844.8
0.618 840.0
HIGH 832.5
0.618 827.8
0.500 826.3
0.382 825.0
LOW 820.3
0.618 812.5
1.000 808.0
1.618 800.3
2.618 788.0
4.250 768.0
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 826.3 822.8
PP 825.3 822.0
S1 824.3 821.5

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

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