ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
20-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 830.2 826.2 -4.0 -0.5% 816.0
High 830.2 826.2 -4.0 -0.5% 827.1
Low 825.5 815.9 -9.6 -1.2% 805.0
Close 823.8 818.8 -5.0 -0.6% 823.8
Range 4.7 10.3 5.6 119.1% 22.1
ATR 8.6 8.7 0.1 1.4% 0.0
Volume 2 63 61 3,050.0% 217
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 851.3 845.3 824.5
R3 841.0 835.0 821.8
R2 830.5 830.5 820.8
R1 824.8 824.8 819.8 822.5
PP 820.3 820.3 820.3 819.3
S1 814.5 814.5 817.8 812.3
S2 810.0 810.0 817.0
S3 799.8 804.0 816.0
S4 789.5 793.8 813.3
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
5 830.2 805.0 25.2 3.1% 10.8 1.3% 55% False False 29
10 830.2 805.0 25.2 3.1% 9.3 1.1% 55% False False 34
20 830.2 779.0 51.2 6.3% 7.0 0.9% 78% False False 27
40 830.2 734.0 96.2 11.7% 4.8 0.6% 88% False False 32
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 1.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 870.0
2.618 853.3
1.618 842.8
1.000 836.5
0.618 832.5
HIGH 826.3
0.618 822.3
0.500 821.0
0.382 819.8
LOW 816.0
0.618 809.5
1.000 805.5
1.618 799.3
2.618 789.0
4.250 772.0
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 821.0 823.0
PP 820.3 821.8
S1 819.5 820.3

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

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