ICE Russell 2000 Mini Future March 2012


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Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 720.5 707.5 -13.0 -1.8% 741.7
High 727.3 735.3 8.0 1.1% 743.7
Low 702.4 706.7 4.3 0.6% 698.1
Close 703.5 734.3 30.8 4.4% 718.4
Range 24.9 28.6 3.7 14.9% 45.6
ATR 19.7 20.5 0.9 4.4% 0.0
Volume 126,694 152,558 25,864 20.4% 1,023,303
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 811.3 801.3 750.0
R3 782.8 772.8 742.3
R2 754.0 754.0 739.5
R1 744.3 744.3 737.0 749.0
PP 725.5 725.5 725.5 728.0
S1 715.5 715.5 731.8 720.5
S2 696.8 696.8 729.0
S3 668.3 687.0 726.5
S4 639.8 658.3 718.5
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
5 735.3 698.1 37.2 5.1% 21.3 2.9% 97% True False 152,143
10 749.5 698.1 51.4 7.0% 24.8 3.4% 70% False False 159,090
20 749.5 669.1 80.4 10.9% 19.8 2.7% 81% False False 80,523
40 765.1 669.1 96.0 13.1% 15.3 2.1% 68% False False 40,332
60 765.1 599.4 165.7 22.6% 10.8 1.5% 81% False False 26,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 856.8
2.618 810.3
1.618 781.5
1.000 764.0
0.618 753.0
HIGH 735.3
0.618 724.3
0.500 721.0
0.382 717.8
LOW 706.8
0.618 689.0
1.000 678.0
1.618 660.5
2.618 631.8
4.250 585.3
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 729.8 729.3
PP 725.5 724.0
S1 721.0 718.8

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

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