ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 741.7 731.1 -10.6 -1.4% 738.0
High 743.7 739.7 -4.0 -0.5% 749.5
Low 719.8 710.2 -9.6 -1.3% 712.9
Close 729.8 714.5 -15.3 -2.1% 742.8
Range 23.9 29.5 5.6 23.4% 36.6
ATR 19.0 19.7 0.8 4.0% 0.0
Volume 243,937 297,899 53,962 22.1% 303,556
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 810.0 791.8 730.8
R3 780.5 762.3 722.5
R2 751.0 751.0 720.0
R1 732.8 732.8 717.3 727.0
PP 721.5 721.5 721.5 718.8
S1 703.3 703.3 711.8 697.5
S2 692.0 692.0 709.0
S3 662.5 673.8 706.5
S4 633.0 644.3 698.3
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
5 749.5 710.2 39.3 5.5% 28.0 3.9% 11% False True 166,037
10 749.5 689.5 60.0 8.4% 23.8 3.3% 42% False False 84,933
20 749.5 669.1 80.4 11.3% 16.5 2.3% 56% False False 42,514
40 765.1 669.1 96.0 13.4% 13.0 1.8% 47% False False 21,315
60 765.1 599.4 165.7 23.2% 9.0 1.3% 69% False False 14,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 865.0
2.618 817.0
1.618 787.5
1.000 769.3
0.618 758.0
HIGH 739.8
0.618 728.5
0.500 725.0
0.382 721.5
LOW 710.3
0.618 692.0
1.000 680.8
1.618 662.5
2.618 633.0
4.250 584.8
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 725.0 727.8
PP 721.5 723.3
S1 718.0 719.0

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

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