ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 768.8 766.7 -2.1 -0.3% 743.9
High 770.0 775.0 5.0 0.6% 771.0
Low 755.2 760.6 5.4 0.7% 742.6
Close 763.6 762.5 -1.1 -0.1% 763.6
Range 14.8 14.4 -0.4 -2.7% 28.4
ATR 15.5 15.4 -0.1 -0.5% 0.0
Volume 121,882 106,344 -15,538 -12.7% 543,632
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 809.3 800.3 770.5
R3 794.8 785.8 766.5
R2 780.5 780.5 765.3
R1 771.5 771.5 763.8 768.8
PP 766.0 766.0 766.0 764.8
S1 757.0 757.0 761.3 754.3
S2 751.8 751.8 759.8
S3 737.3 742.8 758.5
S4 722.8 728.3 754.5
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 844.3 832.3 779.3
R3 815.8 804.0 771.5
R2 787.5 787.5 768.8
R1 775.5 775.5 766.3 781.5
PP 759.0 759.0 759.0 762.0
S1 747.3 747.3 761.0 753.0
S2 730.8 730.8 758.5
S3 702.3 718.8 755.8
S4 673.8 690.3 748.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 775.0 751.9 23.1 3.0% 12.5 1.7% 46% True False 110,561
10 775.0 732.6 42.4 5.6% 13.0 1.7% 71% True False 111,175
20 775.0 702.4 72.6 9.5% 14.5 1.9% 83% True False 102,730
40 775.0 669.1 105.9 13.9% 16.0 2.1% 88% True False 81,080
60 775.0 669.1 105.9 13.9% 14.0 1.8% 88% True False 54,095
80 775.0 599.4 175.6 23.0% 10.8 1.4% 93% True False 40,575
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 836.3
2.618 812.8
1.618 798.3
1.000 789.5
0.618 784.0
HIGH 775.0
0.618 769.5
0.500 767.8
0.382 766.0
LOW 760.5
0.618 751.8
1.000 746.3
1.618 737.3
2.618 723.0
4.250 699.5
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 767.8 765.0
PP 766.0 764.3
S1 764.3 763.3

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

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