ICE Russell 2000 Mini Future March 2012


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Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 707.5 733.5 26.0 3.7% 741.7
High 735.3 746.1 10.8 1.5% 743.7
Low 706.7 722.5 15.8 2.2% 698.1
Close 734.3 737.7 3.4 0.5% 718.4
Range 28.6 23.6 -5.0 -17.5% 45.6
ATR 20.5 20.7 0.2 1.1% 0.0
Volume 152,558 131,141 -21,417 -14.0% 1,023,303
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 806.3 795.5 750.8
R3 782.8 772.0 744.3
R2 759.0 759.0 742.0
R1 748.3 748.3 739.8 753.8
PP 735.5 735.5 735.5 738.0
S1 724.8 724.8 735.5 730.0
S2 711.8 711.8 733.3
S3 688.3 701.3 731.3
S4 664.8 677.5 724.8
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
5 746.1 698.1 48.0 6.5% 22.3 3.0% 83% True False 141,072
10 749.5 698.1 51.4 7.0% 25.0 3.4% 77% False False 169,947
20 749.5 669.1 80.4 10.9% 20.0 2.7% 85% False False 87,067
40 765.1 669.1 96.0 13.0% 15.3 2.1% 71% False False 43,609
60 765.1 599.4 165.7 22.5% 11.0 1.5% 83% False False 29,077
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 5.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 846.5
2.618 808.0
1.618 784.3
1.000 769.8
0.618 760.8
HIGH 746.0
0.618 737.0
0.500 734.3
0.382 731.5
LOW 722.5
0.618 708.0
1.000 699.0
1.618 684.3
2.618 660.8
4.250 622.3
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 736.5 733.3
PP 735.5 728.8
S1 734.3 724.3

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

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