ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 704.2 715.3 11.1 1.6% 741.7
High 716.2 728.1 11.9 1.7% 743.7
Low 698.1 712.4 14.3 2.0% 698.1
Close 713.0 718.4 5.4 0.8% 718.4
Range 18.1 15.7 -2.4 -13.3% 45.6
ATR 19.5 19.3 -0.3 -1.4% 0.0
Volume 152,020 142,948 -9,072 -6.0% 1,023,303
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 766.8 758.3 727.0
R3 751.0 742.5 722.8
R2 735.3 735.3 721.3
R1 726.8 726.8 719.8 731.0
PP 719.8 719.8 719.8 721.8
S1 711.3 711.3 717.0 715.5
S2 704.0 704.0 715.5
S3 688.3 695.5 714.0
S4 672.5 679.8 709.8
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 856.8 833.3 743.5
R3 811.3 787.8 731.0
R2 765.8 765.8 726.8
R1 742.0 742.0 722.5 731.0
PP 720.0 720.0 720.0 714.5
S1 696.5 696.5 714.3 685.5
S2 674.5 674.5 710.0
S3 628.8 650.8 705.8
S4 583.3 605.3 693.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 743.7 698.1 45.6 6.3% 21.3 2.9% 45% False False 204,660
10 749.5 698.1 51.4 7.2% 22.5 3.1% 39% False False 132,685
20 749.5 669.1 80.4 11.2% 17.8 2.5% 61% False False 66,570
40 765.1 669.1 96.0 13.4% 14.3 2.0% 51% False False 33,351
60 765.1 599.4 165.7 23.1% 9.8 1.4% 72% False False 22,238
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 794.8
2.618 769.3
1.618 753.5
1.000 743.8
0.618 737.8
HIGH 728.0
0.618 722.0
0.500 720.3
0.382 718.5
LOW 712.5
0.618 702.8
1.000 696.8
1.618 687.0
2.618 671.3
4.250 645.8
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 720.3 716.8
PP 719.8 714.8
S1 719.0 713.0

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

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