ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 829.4 823.5 -5.9 -0.7% 801.0
High 832.5 831.5 -1.0 -0.1% 821.7
Low 820.2 820.5 0.3 0.0% 783.7
Close 823.2 831.1 7.9 1.0% 818.4
Range 12.3 11.0 -1.3 -10.6% 38.0
ATR 14.7 14.4 -0.3 -1.8% 0.0
Volume 65,933 37,369 -28,564 -43.3% 762,814
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 860.8 857.0 837.3
R3 849.8 846.0 834.0
R2 838.8 838.8 833.0
R1 835.0 835.0 832.0 836.8
PP 827.8 827.8 827.8 828.8
S1 824.0 824.0 830.0 825.8
S2 816.8 816.8 829.0
S3 805.8 813.0 828.0
S4 794.8 802.0 825.0
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
5 832.5 801.9 30.6 3.7% 13.8 1.7% 95% False False 81,021
10 832.5 783.7 48.8 5.9% 14.3 1.7% 97% False False 122,971
20 833.0 783.7 49.3 5.9% 14.8 1.8% 96% False False 132,050
40 833.0 772.2 60.8 7.3% 14.0 1.7% 97% False False 129,662
60 833.0 702.4 130.6 15.7% 14.0 1.7% 99% False False 120,307
80 833.0 669.1 163.9 19.7% 15.0 1.8% 99% False False 106,873
100 833.0 669.1 163.9 19.7% 14.3 1.7% 99% False False 85,525
120 833.0 599.4 233.6 28.1% 12.0 1.4% 99% False False 71,272
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 878.3
2.618 860.3
1.618 849.3
1.000 842.5
0.618 838.3
HIGH 831.5
0.618 827.3
0.500 826.0
0.382 824.8
LOW 820.5
0.618 813.8
1.000 809.5
1.618 802.8
2.618 791.8
4.250 773.8
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 829.5 828.8
PP 827.8 826.5
S1 826.0 824.3

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

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