ICE Russell 2000 Mini Future March 2012


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Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 749.0 746.0 -3.0 -0.4% 743.9
High 751.8 752.7 0.9 0.1% 750.8
Low 739.8 732.6 -7.2 -1.0% 731.6
Close 745.9 746.0 0.1 0.0% 738.8
Range 12.0 20.1 8.1 67.5% 19.2
ATR 17.1 17.3 0.2 1.2% 0.0
Volume 98,126 132,064 33,938 34.6% 258,498
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 804.0 795.3 757.0
R3 784.0 775.0 751.5
R2 763.8 763.8 749.8
R1 755.0 755.0 747.8 756.0
PP 743.8 743.8 743.8 744.3
S1 734.8 734.8 744.3 736.0
S2 723.8 723.8 742.3
S3 703.5 714.8 740.5
S4 683.5 694.8 735.0
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
5 759.0 732.6 26.4 3.5% 12.5 1.7% 51% False True 93,901
10 759.0 722.5 36.5 4.9% 13.5 1.8% 64% False False 87,186
20 759.0 698.1 60.9 8.2% 19.0 2.6% 79% False False 123,138
40 759.0 669.1 89.9 12.1% 16.0 2.1% 86% False False 62,113
60 765.1 669.1 96.0 12.9% 12.8 1.7% 80% False False 41,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 838.0
2.618 805.3
1.618 785.3
1.000 772.8
0.618 765.0
HIGH 752.8
0.618 745.0
0.500 742.8
0.382 740.3
LOW 732.5
0.618 720.3
1.000 712.5
1.618 700.0
2.618 680.0
4.250 647.3
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 745.0 746.0
PP 743.8 745.8
S1 742.8 745.8

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

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