ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 824.1 815.2 -8.9 -1.1% 790.2
High 825.1 825.0 -0.1 0.0% 827.1
Low 818.9 815.2 -3.7 -0.5% 783.4
Close 823.8 824.1 0.3 0.0% 823.9
Range 6.2 9.8 3.6 58.1% 43.7
ATR 6.9 7.1 0.2 3.0% 0.0
Volume 18 56 38 211.1% 37
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 850.8 847.3 829.5
R3 841.0 837.5 826.8
R2 831.3 831.3 826.0
R1 827.8 827.8 825.0 829.5
PP 821.5 821.5 821.5 822.3
S1 817.8 817.8 823.3 819.8
S2 811.8 811.8 822.3
S3 801.8 808.0 821.5
S4 792.0 798.3 818.8
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 942.5 927.0 848.0
R3 898.8 883.3 836.0
R2 855.3 855.3 832.0
R1 839.5 839.5 828.0 847.3
PP 811.5 811.5 811.5 815.5
S1 795.8 795.8 820.0 803.8
S2 767.8 767.8 816.0
S3 724.0 752.3 812.0
S4 680.3 708.5 799.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.1 806.9 20.2 2.5% 5.8 0.7% 85% False False 21
10 827.1 783.4 43.7 5.3% 4.8 0.6% 93% False False 22
20 827.1 758.0 69.1 8.4% 4.5 0.5% 96% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 866.8
2.618 850.8
1.618 840.8
1.000 834.8
0.618 831.0
HIGH 825.0
0.618 821.3
0.500 820.0
0.382 819.0
LOW 815.3
0.618 809.3
1.000 805.5
1.618 799.3
2.618 789.5
4.250 773.5
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 822.8 822.8
PP 821.5 821.5
S1 820.0 820.3

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

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