ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 817.6 815.8 -1.8 -0.2% 801.0
High 819.9 832.3 12.4 1.5% 821.7
Low 810.6 815.8 5.2 0.6% 783.7
Close 815.6 831.1 15.5 1.9% 818.4
Range 9.3 16.5 7.2 77.4% 38.0
ATR 14.7 14.9 0.1 1.0% 0.0
Volume 106,747 81,696 -25,051 -23.5% 762,814
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 876.0 870.0 840.3
R3 859.5 853.5 835.8
R2 843.0 843.0 834.0
R1 837.0 837.0 832.5 840.0
PP 826.5 826.5 826.5 828.0
S1 820.5 820.5 829.5 823.5
S2 810.0 810.0 828.0
S3 793.5 804.0 826.5
S4 777.0 787.5 822.0
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
5 832.3 787.6 44.7 5.4% 13.5 1.6% 97% True False 128,091
10 832.3 783.7 48.6 5.8% 16.3 2.0% 98% True False 149,006
20 833.0 783.7 49.3 5.9% 15.3 1.8% 96% False False 142,060
40 833.0 760.6 72.4 8.7% 14.0 1.7% 97% False False 132,745
60 833.0 698.1 134.9 16.2% 14.3 1.7% 99% False False 123,501
80 833.0 669.1 163.9 19.7% 15.0 1.8% 99% False False 105,585
100 833.0 669.1 163.9 19.7% 14.0 1.7% 99% False False 84,492
120 833.0 599.4 233.6 28.1% 11.8 1.4% 99% False False 70,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 902.5
2.618 875.5
1.618 859.0
1.000 848.8
0.618 842.5
HIGH 832.3
0.618 826.0
0.500 824.0
0.382 822.0
LOW 815.8
0.618 805.5
1.000 799.3
1.618 789.0
2.618 772.5
4.250 745.8
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 828.8 826.5
PP 826.5 821.8
S1 824.0 817.0

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

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