ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 743.7 718.4 -25.3 -3.4% 738.0
High 749.5 745.2 -4.3 -0.6% 749.5
Low 715.2 712.9 -2.3 -0.3% 712.9
Close 718.9 742.8 23.9 3.3% 742.8
Range 34.3 32.3 -2.0 -5.8% 36.6
ATR 17.5 18.6 1.1 6.0% 0.0
Volume 93,498 172,284 78,786 84.3% 303,556
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 830.5 819.0 760.5
R3 798.3 786.8 751.8
R2 766.0 766.0 748.8
R1 754.3 754.3 745.8 760.3
PP 733.8 733.8 733.8 736.5
S1 722.0 722.0 739.8 727.8
S2 701.3 701.3 737.0
S3 669.0 689.8 734.0
S4 636.8 657.5 725.0
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 844.8 830.5 763.0
R3 808.3 793.8 752.8
R2 771.8 771.8 749.5
R1 757.3 757.3 746.3 764.5
PP 735.0 735.0 735.0 738.8
S1 720.8 720.8 739.5 727.8
S2 698.5 698.5 736.0
S3 661.8 684.0 732.8
S4 625.3 647.5 722.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 749.5 712.9 36.6 4.9% 23.8 3.2% 82% False True 60,711
10 749.5 674.9 74.6 10.0% 21.0 2.8% 91% False False 30,763
20 749.5 669.1 80.4 10.8% 15.5 2.1% 92% False False 15,473
40 765.1 669.1 96.0 12.9% 11.8 1.6% 77% False False 7,769
60 765.1 599.4 165.7 22.3% 8.3 1.1% 87% False False 5,186
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 3.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 882.5
2.618 829.8
1.618 797.5
1.000 777.5
0.618 765.3
HIGH 745.3
0.618 732.8
0.500 729.0
0.382 725.3
LOW 713.0
0.618 693.0
1.000 680.5
1.618 660.8
2.618 628.3
4.250 575.5
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 738.3 739.0
PP 733.8 735.0
S1 729.0 731.3

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

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