ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 789.3 809.4 20.1 2.5% 779.3
High 809.2 814.9 5.7 0.7% 798.7
Low 787.1 806.1 19.0 2.4% 772.2
Close 807.4 810.9 3.5 0.4% 796.2
Range 22.1 8.8 -13.3 -60.2% 26.5
ATR 14.7 14.3 -0.4 -2.9% 0.0
Volume 137,686 103,177 -34,509 -25.1% 611,051
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 837.0 832.8 815.8
R3 828.3 824.0 813.3
R2 819.5 819.5 812.5
R1 815.3 815.3 811.8 817.3
PP 810.8 810.8 810.8 811.8
S1 806.3 806.3 810.0 808.5
S2 801.8 801.8 809.3
S3 793.0 797.5 808.5
S4 784.3 788.8 806.0
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
5 814.9 784.6 30.3 3.7% 14.0 1.7% 87% True False 137,167
10 814.9 772.2 42.7 5.3% 13.5 1.7% 91% True False 126,056
20 814.9 732.6 82.3 10.1% 13.3 1.6% 95% True False 118,762
40 814.9 698.1 116.8 14.4% 16.0 2.0% 97% True False 117,800
60 814.9 669.1 145.8 18.0% 14.8 1.8% 97% True False 78,795
80 814.9 669.1 145.8 18.0% 12.8 1.6% 97% True False 59,105
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 4.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 852.3
2.618 838.0
1.618 829.3
1.000 823.8
0.618 820.3
HIGH 815.0
0.618 811.5
0.500 810.5
0.382 809.5
LOW 806.0
0.618 800.8
1.000 797.3
1.618 791.8
2.618 783.0
4.250 768.8
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 810.8 807.3
PP 810.8 803.8
S1 810.5 800.0

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

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