ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 815.8 820.3 4.5 0.6% 822.9
High 820.9 820.3 -0.6 -0.1% 826.1
Low 812.7 806.5 -6.2 -0.8% 807.6
Close 816.2 809.5 -6.7 -0.8% 809.6
Range 8.2 13.8 5.6 68.3% 18.5
ATR 7.7 8.2 0.4 5.6% 0.0
Volume 7 59 52 742.9% 111
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 853.5 845.3 817.0
R3 839.8 831.5 813.3
R2 826.0 826.0 812.0
R1 817.8 817.8 810.8 815.0
PP 812.0 812.0 812.0 810.8
S1 804.0 804.0 808.3 801.0
S2 798.3 798.3 807.0
S3 784.5 790.0 805.8
S4 770.8 776.3 802.0
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
5 826.1 806.5 19.6 2.4% 8.3 1.0% 15% False True 41
10 827.1 806.5 20.6 2.5% 7.0 0.9% 15% False True 31
20 827.1 769.2 57.9 7.2% 5.8 0.7% 70% False False 25
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 1.2
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 879.0
2.618 856.5
1.618 842.8
1.000 834.0
0.618 828.8
HIGH 820.3
0.618 815.0
0.500 813.5
0.382 811.8
LOW 806.5
0.618 798.0
1.000 792.8
1.618 784.3
2.618 770.3
4.250 747.8
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 813.5 813.8
PP 812.0 812.3
S1 810.8 811.0

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

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