ICE Russell 2000 Mini Future March 2012


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Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 822.1 814.7 -7.4 -0.9% 818.5
High 825.8 829.3 3.5 0.4% 833.0
Low 814.7 812.4 -2.3 -0.3% 806.3
Close 815.6 828.4 12.8 1.6% 827.6
Range 11.1 16.9 5.8 52.3% 26.7
ATR 13.8 14.0 0.2 1.6% 0.0
Volume 119,773 141,549 21,776 18.2% 686,660
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 874.0 868.3 837.8
R3 857.3 851.3 833.0
R2 840.3 840.3 831.5
R1 834.3 834.3 830.0 837.3
PP 823.3 823.3 823.3 824.8
S1 817.5 817.5 826.8 820.5
S2 806.5 806.5 825.3
S3 789.5 800.5 823.8
S4 772.8 783.8 819.0
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 902.5 891.8 842.3
R3 875.8 865.0 835.0
R2 849.0 849.0 832.5
R1 838.3 838.3 830.0 843.8
PP 822.3 822.3 822.3 825.0
S1 811.5 811.5 825.3 817.0
S2 795.5 795.5 822.8
S3 769.0 785.0 820.3
S4 742.3 758.3 813.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 833.0 806.3 26.7 3.2% 14.5 1.7% 83% False False 129,225
10 833.0 806.3 26.7 3.2% 13.8 1.7% 83% False False 135,006
20 833.0 784.6 48.4 5.8% 13.5 1.6% 90% False False 131,972
40 833.0 731.6 101.4 12.2% 13.3 1.6% 95% False False 117,053
60 833.0 674.9 158.1 19.1% 15.8 1.9% 97% False False 109,241
80 833.0 669.1 163.9 19.8% 14.3 1.7% 97% False False 81,969
100 833.0 599.4 233.6 28.2% 12.0 1.5% 98% False False 65,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 901.0
2.618 873.5
1.618 856.8
1.000 846.3
0.618 839.8
HIGH 829.3
0.618 822.8
0.500 820.8
0.382 818.8
LOW 812.5
0.618 802.0
1.000 795.5
1.618 785.0
2.618 768.3
4.250 740.5
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 826.0 826.5
PP 823.3 824.5
S1 820.8 822.5

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

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