ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 735.3 741.6 6.3 0.9% 743.9
High 743.6 744.3 0.7 0.1% 750.8
Low 733.4 736.0 2.6 0.4% 731.6
Close 741.6 738.8 -2.8 -0.4% 738.8
Range 10.2 8.3 -1.9 -18.6% 19.2
ATR 18.0 17.3 -0.7 -3.9% 0.0
Volume 59,897 58,384 -1,513 -2.5% 258,498
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 764.5 760.0 743.3
R3 756.3 751.8 741.0
R2 748.0 748.0 740.3
R1 743.5 743.5 739.5 741.5
PP 739.8 739.8 739.8 738.8
S1 735.0 735.0 738.0 733.3
S2 731.5 731.5 737.3
S3 723.0 726.8 736.5
S4 714.8 718.5 734.3
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 798.0 787.5 749.3
R3 778.8 768.5 744.0
R2 759.5 759.5 742.3
R1 749.3 749.3 740.5 744.8
PP 740.5 740.5 740.5 738.3
S1 730.0 730.0 737.0 725.5
S2 721.3 721.3 735.3
S3 702.0 710.8 733.5
S4 682.8 691.5 728.3
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% 11.3 1.5% 38% False False 60,298
10 750.8 702.4 48.4 6.6% 16.0 2.2% 75% False False 94,284
20 750.8 698.1 52.7 7.1% 19.0 2.6% 77% False False 106,406
40 750.8 669.1 81.7 11.1% 15.0 2.0% 85% False False 53,345
60 765.1 662.0 103.1 14.0% 12.0 1.6% 74% False False 35,567
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 779.5
2.618 766.0
1.618 757.8
1.000 752.5
0.618 749.5
HIGH 744.3
0.618 741.3
0.500 740.3
0.382 739.3
LOW 736.0
0.618 730.8
1.000 727.8
1.618 722.5
2.618 714.3
4.250 700.8
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 740.3 740.8
PP 739.8 740.3
S1 739.3 739.5

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

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