ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 737.9 758.9 21.0 2.8% 752.0
High 746.8 758.9 12.1 1.6% 754.9
Low 737.9 758.9 21.0 2.8% 740.6
Close 747.0 758.3 11.3 1.5% 744.4
Range 8.9 0.0 -8.9 -100.0% 14.3
ATR 0.0 6.3 6.3 0.0
Volume 13 36 23 176.9% 113
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 758.8 758.5 758.3
R3 758.8 758.5 758.3
R2 758.8 758.8 758.3
R1 758.5 758.5 758.3 758.5
PP 758.8 758.8 758.8 758.8
S1 758.5 758.5 758.3 758.5
S2 758.8 758.8 758.3
S3 758.8 758.5 758.3
S4 758.8 758.5 758.3
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 789.5 781.3 752.3
R3 775.3 767.0 748.3
R2 761.0 761.0 747.0
R1 752.8 752.8 745.8 749.8
PP 746.8 746.8 746.8 745.0
S1 738.3 738.3 743.0 735.3
S2 732.3 732.3 741.8
S3 718.0 724.0 740.5
S4 703.8 709.8 736.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 758.9 737.9 21.0 2.8% 2.3 0.3% 97% True False 22
10 758.9 734.0 24.9 3.3% 1.5 0.2% 98% True False 17
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 759.0
2.618 759.0
1.618 759.0
1.000 759.0
0.618 759.0
HIGH 759.0
0.618 759.0
0.500 759.0
0.382 759.0
LOW 759.0
0.618 759.0
1.000 759.0
1.618 759.0
2.618 759.0
4.250 759.0
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 759.0 755.0
PP 758.8 751.8
S1 758.5 748.5

Download as Excel Spreadsheet

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

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