ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	816.0	815.8	-0.2	0.0%	822.9
High	819.9	820.9	1.0	0.1%	826.1
Low	811.6	812.7	1.1	0.1%	807.6
Close	818.9	816.2	-2.7	-0.3%	809.6
Range	8.3	8.2	-0.1	-1.2%	18.5
ATR	7.7	7.7	0.0	0.5%	0.0
Volume	129	7	-122	-94.6%	111

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	841.3	837.0	820.8
R3	833.0	828.8	818.5
R2	824.8	824.8	817.8
R1	820.5	820.5	817.0	822.8
PP	816.5	816.5	816.5	817.8
S1	812.3	812.3	815.5	814.5
S2	808.5	808.5	814.8
S3	800.3	804.0	814.0
S4	792.0	796.0	811.8

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%	7.5	0.9%	46%	False	False	40
10	827.1	793.6	33.5	4.1%	6.5	0.8%	67%	False	False	27
20	827.1	769.2	57.9	7.1%	5.0	0.6%	81%	False	False	22

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	1.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	855.8
2.618	842.3
1.618	834.3
1.000	829.0
0.618	826.0
HIGH	821.0
0.618	817.8
0.500	816.8
0.382	815.8
LOW	812.8
0.618	807.8
1.000	804.5
1.618	799.5
2.618	791.3
4.250	777.8

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	816.8	815.5
PP	816.5	815.0
S1	816.5	814.3

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