ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 826.2 826.9 0.7 0.1% 798.4
High 829.7 831.9 2.2 0.3% 832.0
Low 820.3 819.0 -1.3 -0.2% 784.6
Close 827.7 827.9 0.2 0.0% 827.9
Range 9.4 12.9 3.5 37.2% 47.4
ATR 14.0 13.9 -0.1 -0.6% 0.0
Volume 109,481 128,613 19,132 17.5% 698,522
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 865.0 859.3 835.0
R3 852.0 846.5 831.5
R2 839.3 839.3 830.3
R1 833.5 833.5 829.0 836.3
PP 826.3 826.3 826.3 827.8
S1 820.8 820.8 826.8 823.5
S2 813.3 813.3 825.5
S3 800.5 807.8 824.3
S4 787.5 794.8 820.8
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 957.0 939.8 854.0
R3 909.8 892.5 841.0
R2 862.3 862.3 836.5
R1 845.0 845.0 832.3 853.8
PP 814.8 814.8 814.8 819.0
S1 797.8 797.8 823.5 806.3
S2 767.5 767.5 819.3
S3 720.0 750.3 814.8
S4 672.8 702.8 801.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.0 806.1 25.9 3.1% 12.3 1.5% 84% False False 116,472
10 832.0 784.6 47.4 5.7% 13.3 1.6% 91% False False 128,938
20 832.0 755.2 76.8 9.3% 13.3 1.6% 95% False False 120,177
40 832.0 698.1 133.9 16.2% 14.8 1.8% 97% False False 122,419
60 832.0 669.1 162.9 19.7% 15.0 1.8% 97% False False 86,770
80 832.0 669.1 162.9 19.7% 13.3 1.6% 97% False False 65,094
100 832.0 599.4 232.6 28.1% 10.8 1.3% 98% False False 52,080
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 3.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 886.8
2.618 865.8
1.618 852.8
1.000 844.8
0.618 839.8
HIGH 832.0
0.618 827.0
0.500 825.5
0.382 824.0
LOW 819.0
0.618 811.0
1.000 806.0
1.618 798.3
2.618 785.3
4.250 764.3
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 827.0 827.0
PP 826.3 826.3
S1 825.5 825.5

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

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