ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 746.0 745.9 -0.1 0.0% 749.6
High 752.7 753.0 0.3 0.0% 759.0
Low 732.6 741.3 8.7 1.2% 732.6
Close 746.0 747.6 1.6 0.2% 747.6
Range 20.1 11.7 -8.4 -41.8% 26.4
ATR 17.3 16.9 -0.4 -2.3% 0.0
Volume 132,064 110,558 -21,506 -16.3% 461,782
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 782.5 776.8 754.0
R3 770.8 765.0 750.8
R2 759.0 759.0 749.8
R1 753.3 753.3 748.8 756.3
PP 747.3 747.3 747.3 748.8
S1 741.5 741.5 746.5 744.5
S2 735.5 735.5 745.5
S3 724.0 730.0 744.5
S4 712.3 718.3 741.3
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 825.5 813.0 762.0
R3 799.3 786.5 754.8
R2 772.8 772.8 752.5
R1 760.3 760.3 750.0 753.3
PP 746.5 746.5 746.5 743.0
S1 733.8 733.8 745.3 727.0
S2 720.0 720.0 742.8
S3 693.5 707.5 740.3
S4 667.3 681.0 733.0
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% 12.8 1.7% 57% False False 104,033
10 759.0 731.6 27.4 3.7% 12.3 1.6% 58% False False 85,128
20 759.0 698.1 60.9 8.1% 18.8 2.5% 81% False False 127,538
40 759.0 669.1 89.9 12.0% 16.3 2.2% 87% False False 64,877
60 765.1 669.1 96.0 12.8% 13.0 1.7% 82% False False 43,262
80 765.1 599.4 165.7 22.2% 10.0 1.3% 89% False False 32,452
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 802.8
2.618 783.8
1.618 772.0
1.000 764.8
0.618 760.3
HIGH 753.0
0.618 748.5
0.500 747.3
0.382 745.8
LOW 741.3
0.618 734.0
1.000 729.5
1.618 722.3
2.618 710.8
4.250 691.5
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 747.5 746.0
PP 747.3 744.5
S1 747.3 742.8

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

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