ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 718.4 741.7 23.3 3.2% 738.0
High 745.2 743.7 -1.5 -0.2% 749.5
Low 712.9 719.8 6.9 1.0% 712.9
Close 742.8 729.8 -13.0 -1.8% 742.8
Range 32.3 23.9 -8.4 -26.0% 36.6
ATR 18.6 19.0 0.4 2.0% 0.0
Volume 172,284 243,937 71,653 41.6% 303,556
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 802.8 790.3 743.0
R3 779.0 766.3 736.3
R2 755.0 755.0 734.3
R1 742.5 742.5 732.0 736.8
PP 731.0 731.0 731.0 728.3
S1 718.5 718.5 727.5 712.8
S2 707.3 707.3 725.5
S3 683.3 694.5 723.3
S4 659.5 670.8 716.8
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 5.0% 24.5 3.4% 46% False False 107,673
10 749.5 688.2 61.3 8.4% 21.5 3.0% 68% False False 55,155
20 749.5 669.1 80.4 11.0% 16.0 2.2% 75% False False 27,627
40 765.1 669.1 96.0 13.2% 12.3 1.7% 63% False False 13,867
60 765.1 599.4 165.7 22.7% 8.5 1.2% 79% False False 9,252
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 845.3
2.618 806.3
1.618 782.3
1.000 767.5
0.618 758.5
HIGH 743.8
0.618 734.5
0.500 731.8
0.382 729.0
LOW 719.8
0.618 705.0
1.000 696.0
1.618 681.3
2.618 657.3
4.250 618.3
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 731.8 731.3
PP 731.0 730.8
S1 730.5 730.3

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

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