ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 789.8 792.6 2.8 0.4% 766.7
High 795.3 798.7 3.4 0.4% 784.5
Low 781.4 787.1 5.7 0.7% 760.6
Close 794.1 792.3 -1.8 -0.2% 782.8
Range 13.9 11.6 -2.3 -16.5% 23.9
ATR 14.7 14.5 -0.2 -1.5% 0.0
Volume 141,513 124,362 -17,151 -12.1% 422,829
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 827.5 821.5 798.8
R3 816.0 810.0 795.5
R2 804.3 804.3 794.5
R1 798.3 798.3 793.3 795.5
PP 792.8 792.8 792.8 791.3
S1 786.8 786.8 791.3 784.0
S2 781.0 781.0 790.3
S3 769.5 775.0 789.0
S4 758.0 763.5 786.0
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
5 798.7 772.2 26.5 3.3% 13.0 1.6% 76% True False 114,945
10 798.7 755.2 43.5 5.5% 13.3 1.7% 85% True False 113,578
20 798.7 731.6 67.1 8.5% 12.8 1.6% 90% True False 105,509
40 798.7 688.2 110.5 13.9% 16.5 2.1% 94% True False 100,984
60 798.7 669.1 129.6 16.4% 14.5 1.8% 95% True False 67,374
80 798.7 599.4 199.3 25.2% 11.8 1.5% 97% True False 50,533
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 False
Bear Hook False
Bull Hook False
Stretch 4.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 848.0
2.618 829.0
1.618 817.5
1.000 810.3
0.618 805.8
HIGH 798.8
0.618 794.3
0.500 793.0
0.382 791.5
LOW 787.0
0.618 780.0
1.000 775.5
1.618 768.3
2.618 756.8
4.250 737.8
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 793.0 790.0
PP 792.8 787.8
S1 792.5 785.5

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

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