ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 771.0 771.9 0.9 0.1% 737.9
High 771.0 771.9 0.9 0.1% 768.1
Low 763.2 771.9 8.7 1.1% 737.9
Close 759.0 771.9 12.9 1.7% 760.1
Range 7.8 0.0 -7.8 -100.0% 30.2
ATR 6.2 6.6 0.5 7.8% 0.0
Volume 11 0 -11 -100.0% 389
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 772.0 772.0 772.0
R3 772.0 772.0 772.0
R2 772.0 772.0 772.0
R1 772.0 772.0 772.0 772.0
PP 772.0 772.0 772.0 772.0
S1 772.0 772.0 772.0 772.0
S2 772.0 772.0 772.0
S3 772.0 772.0 772.0
S4 772.0 772.0 772.0
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 846.0 833.3 776.8
R3 815.8 803.0 768.5
R2 785.5 785.5 765.8
R1 772.8 772.8 762.8 779.3
PP 755.3 755.3 755.3 758.5
S1 742.8 742.8 757.3 749.0
S2 725.3 725.3 754.5
S3 695.0 712.5 751.8
S4 664.8 682.3 743.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 771.9 758.0 13.9 1.8% 3.5 0.5% 100% True False 104
10 771.9 737.9 34.0 4.4% 2.8 0.3% 100% True False 61
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
4.250 772.0
2.618 772.0
1.618 772.0
1.000 772.0
0.618 772.0
HIGH 772.0
0.618 772.0
0.500 772.0
0.382 772.0
LOW 772.0
0.618 772.0
1.000 772.0
1.618 772.0
2.618 772.0
4.250 772.0
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 772.0 770.0
PP 772.0 768.0
S1 772.0 766.0

Download as Excel Spreadsheet

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

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