ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 752.2 759.5 7.3 1.0% 749.6
High 763.8 766.2 2.4 0.3% 759.0
Low 751.9 756.6 4.7 0.6% 732.6
Close 761.6 764.9 3.3 0.4% 747.6
Range 11.9 9.6 -2.3 -19.3% 26.4
ATR 16.2 15.7 -0.5 -2.9% 0.0
Volume 111,095 102,739 -8,356 -7.5% 461,782
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 791.3 787.8 770.3
R3 781.8 778.3 767.5
R2 772.3 772.3 766.8
R1 768.5 768.5 765.8 770.3
PP 762.5 762.5 762.5 763.5
S1 759.0 759.0 764.0 760.8
S2 753.0 753.0 763.3
S3 743.3 749.3 762.3
S4 733.8 739.8 759.5
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
5 766.2 732.6 33.6 4.4% 12.5 1.6% 96% True False 110,724
10 766.2 731.6 34.6 4.5% 12.5 1.6% 96% True False 97,440
20 766.2 698.1 68.1 8.9% 15.8 2.0% 98% True False 117,602
40 766.2 669.1 97.1 12.7% 15.8 2.1% 99% True False 72,614
60 766.2 669.1 97.1 12.7% 13.5 1.8% 99% True False 48,446
80 766.2 599.4 166.8 21.8% 10.3 1.4% 99% True False 36,340
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 3.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 807.0
2.618 791.3
1.618 781.8
1.000 775.8
0.618 772.3
HIGH 766.3
0.618 762.5
0.500 761.5
0.382 760.3
LOW 756.5
0.618 750.8
1.000 747.0
1.618 741.0
2.618 731.5
4.250 715.8
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 763.8 761.5
PP 762.5 758.0
S1 761.5 754.5

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

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