ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 820.3 805.0 -15.3 -1.9% 822.9
High 820.3 825.0 4.7 0.6% 826.1
Low 806.5 805.0 -1.5 -0.2% 807.6
Close 809.5 823.7 14.2 1.8% 809.6
Range 13.8 20.0 6.2 44.9% 18.5
ATR 8.2 9.0 0.8 10.3% 0.0
Volume 59 11 -48 -81.4% 111
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 878.0 870.8 834.8
R3 858.0 850.8 829.3
R2 838.0 838.0 827.3
R1 830.8 830.8 825.5 834.3
PP 818.0 818.0 818.0 819.8
S1 810.8 810.8 821.8 814.3
S2 798.0 798.0 820.0
S3 778.0 790.8 818.3
S4 758.0 770.8 812.8
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
5 825.0 805.0 20.0 2.4% 10.8 1.3% 94% True True 42
10 827.1 805.0 22.1 2.7% 9.0 1.1% 85% False True 32
20 827.1 769.2 57.9 7.0% 6.5 0.8% 94% False False 24
40 827.1 722.2 104.9 12.7% 4.5 0.5% 97% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.2
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 910.0
2.618 877.3
1.618 857.3
1.000 845.0
0.618 837.3
HIGH 825.0
0.618 817.3
0.500 815.0
0.382 812.8
LOW 805.0
0.618 792.8
1.000 785.0
1.618 772.8
2.618 752.8
4.250 720.0
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 820.8 820.8
PP 818.0 818.0
S1 815.0 815.0

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

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