ICE Russell 2000 Mini Future March 2012


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Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 792.6 791.1 -1.5 -0.2% 779.3
High 798.7 798.0 -0.7 -0.1% 798.7
Low 787.1 786.8 -0.3 0.0% 772.2
Close 792.3 796.2 3.9 0.5% 796.2
Range 11.6 11.2 -0.4 -3.4% 26.5
ATR 14.5 14.2 -0.2 -1.6% 0.0
Volume 124,362 130,727 6,365 5.1% 611,051
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 827.3 823.0 802.3
R3 816.0 811.8 799.3
R2 804.8 804.8 798.3
R1 800.5 800.5 797.3 802.8
PP 793.8 793.8 793.8 794.8
S1 789.3 789.3 795.3 791.5
S2 782.5 782.5 794.3
S3 771.3 778.3 793.0
S4 760.0 767.0 790.0
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 868.5 858.8 810.8
R3 842.0 832.3 803.5
R2 815.5 815.5 801.0
R1 805.8 805.8 798.8 810.8
PP 789.0 789.0 789.0 791.5
S1 779.3 779.3 793.8 784.3
S2 762.5 762.5 791.3
S3 736.0 752.8 789.0
S4 709.5 726.3 781.5
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% 13.8 1.7% 91% False False 122,210
10 798.7 755.2 43.5 5.5% 13.3 1.7% 94% False False 115,576
20 798.7 732.6 66.1 8.3% 12.5 1.6% 96% False False 107,878
40 798.7 689.5 109.2 13.7% 16.8 2.1% 98% False False 104,249
60 798.7 669.1 129.6 16.3% 14.3 1.8% 98% False False 69,552
80 798.7 644.3 154.4 19.4% 12.0 1.5% 98% False False 52,166
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 845.5
2.618 827.3
1.618 816.0
1.000 809.3
0.618 805.0
HIGH 798.0
0.618 793.8
0.500 792.5
0.382 791.0
LOW 786.8
0.618 780.0
1.000 775.5
1.618 768.8
2.618 757.5
4.250 739.3
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 795.0 794.3
PP 793.8 792.0
S1 792.5 790.0

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

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