ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 819.6 810.5 -9.1 -1.1% 826.0
High 828.9 828.9 0.0 0.0% 831.9
Low 809.7 806.3 -3.4 -0.4% 810.3
Close 813.3 827.5 14.2 1.7% 813.4
Range 19.2 22.6 3.4 17.7% 21.6
ATR 13.9 14.5 0.6 4.5% 0.0
Volume 171,353 175,374 4,021 2.3% 625,260
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 888.8 880.8 840.0
R3 866.0 858.0 833.8
R2 843.5 843.5 831.8
R1 835.5 835.5 829.5 839.5
PP 821.0 821.0 821.0 823.0
S1 813.0 813.0 825.5 817.0
S2 798.3 798.3 823.3
S3 775.8 790.3 821.3
S4 753.0 767.8 815.0
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
5 828.9 806.3 22.6 2.7% 15.0 1.8% 94% True True 144,989
10 832.0 806.3 25.7 3.1% 14.0 1.7% 82% False True 135,849
20 832.0 772.2 59.8 7.2% 13.8 1.7% 92% False False 130,953
40 832.0 706.7 125.3 15.1% 13.8 1.7% 96% False False 115,652
60 832.0 669.1 162.9 19.7% 15.5 1.9% 97% False False 101,400
80 832.0 669.1 162.9 19.7% 14.3 1.7% 97% False False 76,085
100 832.0 599.4 232.6 28.1% 11.8 1.4% 98% False False 60,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 925.0
2.618 888.0
1.618 865.5
1.000 851.5
0.618 842.8
HIGH 829.0
0.618 820.3
0.500 817.5
0.382 815.0
LOW 806.3
0.618 792.3
1.000 783.8
1.618 769.8
2.618 747.3
4.250 710.3
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 824.3 824.3
PP 821.0 821.0
S1 817.5 817.5

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

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