ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 826.2 815.8 -10.4 -1.3% 816.0
High 826.2 815.8 -10.4 -1.3% 827.1
Low 815.9 810.8 -5.1 -0.6% 805.0
Close 818.8 811.7 -7.1 -0.9% 823.8
Range 10.3 5.0 -5.3 -51.5% 22.1
ATR 8.7 8.7 -0.1 -0.6% 0.0
Volume 63 506 443 703.2% 217
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 827.8 824.8 814.5
R3 822.8 819.8 813.0
R2 817.8 817.8 812.5
R1 814.8 814.8 812.3 813.8
PP 812.8 812.8 812.8 812.3
S1 809.8 809.8 811.3 808.8
S2 807.8 807.8 810.8
S3 802.8 804.8 810.3
S4 797.8 799.8 809.0
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% 9.0 1.1% 27% False False 118
10 830.2 805.0 25.2 3.1% 8.8 1.1% 27% False False 79
20 830.2 783.4 46.8 5.8% 6.8 0.8% 60% False False 51
40 830.2 734.0 96.2 11.9% 4.8 0.6% 81% False False 44
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 1.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 837.0
2.618 829.0
1.618 824.0
1.000 820.8
0.618 819.0
HIGH 815.8
0.618 814.0
0.500 813.3
0.382 812.8
LOW 810.8
0.618 807.8
1.000 805.8
1.618 802.8
2.618 797.8
4.250 789.5
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 813.3 820.5
PP 812.8 817.5
S1 812.3 814.8

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

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