ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 823.5 830.1 6.6 0.8% 817.6
High 831.5 833.8 2.3 0.3% 833.8
Low 820.5 830.0 9.5 1.2% 810.6
Close 831.1 833.2 2.1 0.2% 833.2
Range 11.0 3.8 -7.2 -65.5% 23.2
ATR 14.4 13.7 -0.8 -5.3% 0.0
Volume 37,369 609 -36,760 -98.4% 292,354
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 843.8 842.3 835.3
R3 840.0 838.5 834.3
R2 836.0 836.0 833.8
R1 834.8 834.8 833.5 835.5
PP 832.3 832.3 832.3 832.8
S1 830.8 830.8 832.8 831.5
S2 828.5 828.5 832.5
S3 824.8 827.0 832.0
S4 821.0 823.3 831.0
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 895.5 887.5 846.0
R3 872.3 864.3 839.5
R2 849.0 849.0 837.5
R1 841.0 841.0 835.3 845.0
PP 825.8 825.8 825.8 827.8
S1 818.0 818.0 831.0 822.0
S2 802.8 802.8 829.0
S3 779.5 794.8 826.8
S4 756.3 771.5 820.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 833.8 810.6 23.2 2.8% 10.5 1.3% 97% True False 58,470
10 833.8 783.7 50.1 6.0% 12.8 1.5% 99% True False 105,516
20 833.8 783.7 50.1 6.0% 13.8 1.7% 99% True False 123,312
40 833.8 772.2 61.6 7.4% 13.8 1.7% 99% True False 127,132
60 833.8 706.7 127.1 15.3% 13.8 1.7% 100% True False 118,205
80 833.8 669.1 164.7 19.8% 15.0 1.8% 100% True False 106,878
100 833.8 669.1 164.7 19.8% 14.0 1.7% 100% True False 85,531
120 833.8 599.4 234.4 28.1% 12.0 1.4% 100% True False 71,277
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 850.0
2.618 843.8
1.618 840.0
1.000 837.5
0.618 836.3
HIGH 833.8
0.618 832.3
0.500 832.0
0.382 831.5
LOW 830.0
0.618 827.8
1.000 826.3
1.618 823.8
2.618 820.0
4.250 813.8
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 832.8 831.0
PP 832.3 829.0
S1 832.0 827.0

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

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