ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 805.0 822.0 17.0 2.1% 816.0
High 825.0 827.1 2.1 0.3% 827.1
Low 805.0 821.6 16.6 2.1% 805.0
Close 823.7 823.8 0.1 0.0% 823.8
Range 20.0 5.5 -14.5 -72.5% 22.1
ATR 9.0 8.8 -0.3 -2.8% 0.0
Volume 11 11 0 0.0% 217
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 840.8 837.8 826.8
R3 835.3 832.3 825.3
R2 829.8 829.8 824.8
R1 826.8 826.8 824.3 828.3
PP 824.3 824.3 824.3 825.0
S1 821.3 821.3 823.3 822.8
S2 818.8 818.8 822.8
S3 813.3 815.8 822.3
S4 807.8 810.3 820.8
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 885.0 876.5 836.0
R3 862.8 854.3 830.0
R2 840.8 840.8 827.8
R1 832.3 832.3 825.8 836.5
PP 818.8 818.8 818.8 820.8
S1 810.3 810.3 821.8 814.5
S2 796.5 796.5 819.8
S3 774.5 788.0 817.8
S4 752.3 766.0 811.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.1 805.0 22.1 2.7% 11.3 1.4% 85% True False 43
10 827.1 805.0 22.1 2.7% 8.5 1.0% 85% True False 32
20 827.1 769.2 57.9 7.0% 6.5 0.8% 94% True False 24
40 827.1 734.0 93.1 11.3% 4.5 0.5% 96% True False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 850.5
2.618 841.5
1.618 836.0
1.000 832.5
0.618 830.5
HIGH 827.0
0.618 825.0
0.500 824.3
0.382 823.8
LOW 821.5
0.618 818.3
1.000 816.0
1.618 812.8
2.618 807.3
4.250 798.3
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 824.3 821.3
PP 824.3 818.8
S1 824.0 816.0

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

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