ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 746.1 735.3 -10.8 -1.4% 720.5
High 750.1 743.6 -6.5 -0.9% 747.9
Low 731.6 733.4 1.8 0.2% 702.4
Close 734.1 741.6 7.5 1.0% 743.6
Range 18.5 10.2 -8.3 -44.9% 45.5
ATR 18.6 18.0 -0.6 -3.2% 0.0
Volume 83,338 59,897 -23,441 -28.1% 541,398
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 770.3 766.0 747.3
R3 760.0 755.8 744.5
R2 749.8 749.8 743.5
R1 745.8 745.8 742.5 747.8
PP 739.5 739.5 739.5 740.5
S1 735.5 735.5 740.8 737.5
S2 729.3 729.3 739.8
S3 719.3 725.3 738.8
S4 709.0 715.0 736.0
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 867.8 851.3 768.5
R3 822.3 805.8 756.0
R2 776.8 776.8 752.0
R1 760.3 760.3 747.8 768.5
PP 731.3 731.3 731.3 735.5
S1 714.8 714.8 739.5 723.0
S2 685.8 685.8 735.3
S3 640.3 669.3 731.0
S4 594.8 623.8 718.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 750.8 731.6 19.2 2.6% 11.8 1.6% 52% False False 66,223
10 750.8 698.1 52.7 7.1% 17.0 2.3% 83% False False 103,648
20 750.8 698.1 52.7 7.1% 19.3 2.6% 83% False False 103,556
40 750.8 669.1 81.7 11.0% 15.3 2.1% 89% False False 51,886
60 765.1 662.0 103.1 13.9% 12.0 1.6% 77% False False 34,594
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 787.0
2.618 770.3
1.618 760.0
1.000 753.8
0.618 750.0
HIGH 743.5
0.618 739.8
0.500 738.5
0.382 737.3
LOW 733.5
0.618 727.0
1.000 723.3
1.618 717.0
2.618 706.8
4.250 690.0
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 740.5 741.5
PP 739.5 741.3
S1 738.5 741.3

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

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