ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 822.3 819.6 -2.7 -0.3% 826.0
High 825.0 828.9 3.9 0.5% 831.9
Low 813.2 809.7 -3.5 -0.4% 810.3
Close 820.1 813.3 -6.8 -0.8% 813.4
Range 11.8 19.2 7.4 62.7% 21.6
ATR 13.5 13.9 0.4 3.0% 0.0
Volume 132,163 171,353 39,190 29.7% 625,260
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 875.0 863.3 823.8
R3 855.8 844.0 818.5
R2 836.5 836.5 816.8
R1 825.0 825.0 815.0 821.0
PP 817.3 817.3 817.3 815.5
S1 805.8 805.8 811.5 802.0
S2 798.0 798.0 809.8
S3 779.0 786.5 808.0
S4 759.8 767.3 802.8
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 883.3 870.0 825.3
R3 861.8 848.3 819.3
R2 840.3 840.3 817.3
R1 826.8 826.8 815.5 822.8
PP 818.5 818.5 818.5 816.5
S1 805.3 805.3 811.5 801.0
S2 797.0 797.0 809.5
S3 775.3 783.5 807.5
S4 753.8 762.0 801.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.2 809.7 21.5 2.6% 13.0 1.6% 17% False True 140,787
10 832.0 806.1 25.9 3.2% 12.8 1.6% 28% False False 128,629
20 832.0 772.2 59.8 7.4% 13.3 1.6% 69% False False 127,274
40 832.0 702.4 129.6 15.9% 13.8 1.7% 86% False False 114,435
60 832.0 669.1 162.9 20.0% 15.0 1.9% 89% False False 98,480
80 832.0 669.1 162.9 20.0% 14.0 1.7% 89% False False 73,893
100 832.0 599.4 232.6 28.6% 11.5 1.4% 92% False False 59,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 910.5
2.618 879.3
1.618 860.0
1.000 848.0
0.618 840.8
HIGH 829.0
0.618 821.5
0.500 819.3
0.382 817.0
LOW 809.8
0.618 797.8
1.000 790.5
1.618 778.8
2.618 759.5
4.250 728.0
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 819.3 819.3
PP 817.3 817.3
S1 815.3 815.3

Download as Excel Spreadsheet

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

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