ICE Russell 2000 Mini Future March 2012


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Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 804.0 817.6 13.6 1.7% 801.0
High 821.7 819.9 -1.8 -0.2% 821.7
Low 801.9 810.6 8.7 1.1% 783.7
Close 818.4 815.6 -2.8 -0.3% 818.4
Range 19.8 9.3 -10.5 -53.0% 38.0
ATR 15.2 14.7 -0.4 -2.8% 0.0
Volume 113,361 106,747 -6,614 -5.8% 762,814
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 843.3 838.8 820.8
R3 834.0 829.5 818.3
R2 824.8 824.8 817.3
R1 820.3 820.3 816.5 817.8
PP 815.3 815.3 815.3 814.3
S1 810.8 810.8 814.8 808.5
S2 806.0 806.0 814.0
S3 796.8 801.5 813.0
S4 787.5 792.3 810.5
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 922.0 908.3 839.3
R3 884.0 870.3 828.8
R2 846.0 846.0 825.3
R1 832.3 832.3 822.0 839.0
PP 808.0 808.0 808.0 811.5
S1 794.3 794.3 815.0 801.0
S2 770.0 770.0 811.5
S3 732.0 756.3 808.0
S4 694.0 718.3 797.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 821.7 783.7 38.0 4.7% 14.5 1.8% 84% False False 144,885
10 831.0 783.7 47.3 5.8% 15.8 1.9% 67% False False 154,433
20 833.0 783.7 49.3 6.0% 14.8 1.8% 65% False False 143,522
40 833.0 755.2 77.8 9.5% 14.0 1.7% 78% False False 133,750
60 833.0 698.1 134.9 16.5% 14.3 1.8% 87% False False 125,248
80 833.0 669.1 163.9 20.1% 15.0 1.8% 89% False False 104,564
100 833.0 669.1 163.9 20.1% 13.8 1.7% 89% False False 83,675
120 833.0 599.4 233.6 28.6% 11.8 1.4% 93% False False 69,732
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 859.5
2.618 844.3
1.618 835.0
1.000 829.3
0.618 825.8
HIGH 820.0
0.618 816.3
0.500 815.3
0.382 814.3
LOW 810.5
0.618 804.8
1.000 801.3
1.618 795.5
2.618 786.3
4.250 771.0
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 815.5 813.0
PP 815.3 810.3
S1 815.3 807.5

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

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