ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 780.6 779.3 -1.3 -0.2% 766.7
High 784.5 787.9 3.4 0.4% 784.5
Low 776.9 774.9 -2.0 -0.3% 760.6
Close 782.8 781.1 -1.7 -0.2% 782.8
Range 7.6 13.0 5.4 71.1% 23.9
ATR 14.5 14.4 -0.1 -0.7% 0.0
Volume 94,405 98,477 4,072 4.3% 422,829
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 820.3 813.8 788.3
R3 807.3 800.8 784.8
R2 794.3 794.3 783.5
R1 787.8 787.8 782.3 791.0
PP 781.3 781.3 781.3 783.0
S1 774.8 774.8 780.0 778.0
S2 768.3 768.3 778.8
S3 755.3 761.8 777.5
S4 742.3 748.8 774.0
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 847.8 839.3 796.0
R3 823.8 815.3 789.3
R2 799.8 799.8 787.3
R1 791.3 791.3 785.0 795.5
PP 776.0 776.0 776.0 778.0
S1 767.5 767.5 780.5 771.8
S2 752.0 752.0 778.5
S3 728.3 743.5 776.3
S4 704.3 719.8 769.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 787.9 760.6 27.3 3.5% 12.3 1.6% 75% True False 104,261
10 787.9 742.6 45.3 5.8% 12.0 1.5% 85% True False 106,493
20 787.9 731.6 56.3 7.2% 12.3 1.6% 88% True False 95,811
40 787.9 669.1 118.8 15.2% 16.0 2.1% 94% True False 91,439
60 787.9 669.1 118.8 15.2% 14.3 1.8% 94% True False 61,010
80 787.9 599.4 188.5 24.1% 11.3 1.5% 96% True False 45,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 843.3
2.618 822.0
1.618 809.0
1.000 801.0
0.618 796.0
HIGH 788.0
0.618 783.0
0.500 781.5
0.382 779.8
LOW 775.0
0.618 766.8
1.000 762.0
1.618 753.8
2.618 740.8
4.250 719.8
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 781.5 781.0
PP 781.3 780.8
S1 781.3 780.5

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

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