ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 814.7 829.4 14.7 1.8% 830.2
High 829.3 832.0 2.7 0.3% 832.6
Low 812.4 824.6 12.2 1.5% 812.4
Close 828.4 825.6 -2.8 -0.3% 825.6
Range 16.9 7.4 -9.5 -56.2% 20.2
ATR 14.0 13.6 -0.5 -3.4% 0.0
Volume 141,549 101,507 -40,042 -28.3% 475,426
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 849.5 845.0 829.8
R3 842.3 837.5 827.8
R2 834.8 834.8 827.0
R1 830.3 830.3 826.3 828.8
PP 827.5 827.5 827.5 826.8
S1 822.8 822.8 825.0 821.5
S2 820.0 820.0 824.3
S3 812.5 815.5 823.5
S4 805.3 808.0 821.5
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 884.3 875.0 836.8
R3 864.0 854.8 831.3
R2 843.8 843.8 829.3
R1 834.8 834.8 827.5 829.0
PP 823.5 823.5 823.5 820.8
S1 814.5 814.5 823.8 809.0
S2 803.3 803.3 822.0
S3 783.3 794.3 820.0
S4 763.0 774.0 814.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 833.0 812.4 20.6 2.5% 11.5 1.4% 64% False False 114,452
10 833.0 806.3 26.7 3.2% 13.3 1.6% 72% False False 129,720
20 833.0 784.6 48.4 5.9% 13.3 1.6% 85% False False 130,829
40 833.0 731.6 101.4 12.3% 13.0 1.6% 93% False False 118,169
60 833.0 688.2 144.8 17.5% 15.5 1.9% 95% False False 110,933
80 833.0 669.1 163.9 19.9% 14.3 1.7% 95% False False 83,238
100 833.0 599.4 233.6 28.3% 12.3 1.5% 97% False False 66,592
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 True
Stretch 3.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 863.5
2.618 851.3
1.618 844.0
1.000 839.5
0.618 836.5
HIGH 832.0
0.618 829.3
0.500 828.3
0.382 827.5
LOW 824.5
0.618 820.0
1.000 817.3
1.618 812.8
2.618 805.3
4.250 793.3
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 828.3 824.5
PP 827.5 823.3
S1 826.5 822.3

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

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