ICE Russell 2000 Mini Future March 2012


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Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 805.4 788.4 -17.0 -2.1% 825.5
High 805.4 795.5 -9.9 -1.2% 831.0
Low 783.7 787.6 3.9 0.5% 798.1
Close 786.6 795.1 8.5 1.1% 801.1
Range 21.7 7.9 -13.8 -63.6% 32.9
ATR 15.4 14.9 -0.5 -3.0% 0.0
Volume 165,663 135,495 -30,168 -18.2% 838,810
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 816.5 813.8 799.5
R3 808.5 805.8 797.3
R2 800.8 800.8 796.5
R1 797.8 797.8 795.8 799.3
PP 792.8 792.8 792.8 793.5
S1 790.0 790.0 794.5 791.3
S2 784.8 784.8 793.8
S3 777.0 782.0 793.0
S4 769.0 774.3 790.8
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 908.8 887.8 819.3
R3 875.8 855.0 810.3
R2 843.0 843.0 807.3
R1 822.0 822.0 804.0 816.0
PP 810.0 810.0 810.0 807.0
S1 789.3 789.3 798.0 783.3
S2 777.3 777.3 795.0
S3 744.3 756.3 792.0
S4 711.3 723.3 783.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 823.7 783.7 40.0 5.0% 15.8 2.0% 29% False False 159,349
10 832.0 783.7 48.3 6.1% 15.8 2.0% 24% False False 152,816
20 833.0 783.7 49.3 6.2% 14.5 1.8% 23% False False 143,264
40 833.0 751.9 81.1 10.2% 13.8 1.7% 53% False False 131,282
60 833.0 698.1 134.9 17.0% 15.0 1.9% 72% False False 130,095
80 833.0 669.1 163.9 20.6% 15.0 1.9% 77% False False 99,290
100 833.0 669.1 163.9 20.6% 13.5 1.7% 77% False False 79,442
120 833.0 599.4 233.6 29.4% 11.3 1.4% 84% False False 66,205
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 829.0
2.618 816.3
1.618 808.3
1.000 803.5
0.618 800.5
HIGH 795.5
0.618 792.5
0.500 791.5
0.382 790.5
LOW 787.5
0.618 782.8
1.000 779.8
1.618 774.8
2.618 767.0
4.250 754.0
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 794.0 795.0
PP 792.8 794.8
S1 791.5 794.8

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

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