ICE Russell 2000 Mini Future March 2012


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Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 741.6 749.6 8.0 1.1% 743.9
High 744.3 759.0 14.7 2.0% 750.8
Low 736.0 746.8 10.8 1.5% 731.6
Close 738.8 749.5 10.7 1.4% 738.8
Range 8.3 12.2 3.9 47.0% 19.2
ATR 17.3 17.5 0.2 1.2% 0.0
Volume 58,384 121,034 62,650 107.3% 258,498
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 788.3 781.3 756.3
R3 776.3 769.0 752.8
R2 764.0 764.0 751.8
R1 756.8 756.8 750.5 754.3
PP 751.8 751.8 751.8 750.5
S1 744.5 744.5 748.5 742.0
S2 739.5 739.5 747.3
S3 727.3 732.3 746.3
S4 715.3 720.3 742.8
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
5 759.0 731.6 27.4 3.7% 12.0 1.6% 65% True False 75,906
10 759.0 702.4 56.6 7.6% 15.8 2.1% 83% True False 92,093
20 759.0 698.1 60.9 8.1% 19.0 2.5% 84% True False 112,389
40 759.0 669.1 89.9 12.0% 15.3 2.0% 89% True False 56,371
60 765.1 669.1 96.0 12.8% 12.3 1.6% 84% False False 37,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 810.8
2.618 791.0
1.618 778.8
1.000 771.3
0.618 766.5
HIGH 759.0
0.618 754.3
0.500 753.0
0.382 751.5
LOW 746.8
0.618 739.3
1.000 734.5
1.618 727.0
2.618 714.8
4.250 695.0
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 753.0 748.5
PP 751.8 747.3
S1 750.8 746.3

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

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