ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	810.0	816.0	6.0	0.7%	822.9
High	811.1	819.9	8.8	1.1%	826.1
Low	807.6	811.6	4.0	0.5%	807.6
Close	809.6	818.9	9.3	1.1%	809.6
Range	3.5	8.3	4.8	137.1%	18.5
ATR	7.5	7.7	0.2	2.7%	0.0
Volume	5	129	124	2,480.0%	111

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	841.8	838.5	823.5
R3	833.5	830.3	821.3
R2	825.0	825.0	820.5
R1	822.0	822.0	819.8	823.5
PP	816.8	816.8	816.8	817.5
S1	813.8	813.8	818.3	815.3
S2	808.5	808.5	817.5
S3	800.3	805.5	816.5
S4	792.0	797.0	814.3

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	870.0	858.3	819.8
R3	851.5	839.8	814.8
R2	833.0	833.0	813.0
R1	821.3	821.3	811.3	817.8
PP	814.5	814.5	814.5	812.8
S1	802.8	802.8	808.0	799.3
S2	796.0	796.0	806.3
S3	777.5	784.3	804.5
S4	759.0	765.8	799.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	826.1	807.6	18.5	2.3%	7.0	0.9%	61%	False	False	42
10	827.1	783.4	43.7	5.3%	6.3	0.8%	81%	False	False	27
20	827.1	763.2	63.9	7.8%	5.0	0.6%	87%	False	False	22

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	0.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	855.3
2.618	841.8
1.618	833.3
1.000	828.3
0.618	825.0
HIGH	820.0
0.618	816.8
0.500	815.8
0.382	814.8
LOW	811.5
0.618	806.5
1.000	803.3
1.618	798.3
2.618	789.8
4.250	776.3

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	817.8	818.3
PP	816.8	817.5
S1	815.8	816.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols