ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 815.8 808.2 -7.6 -0.9% 816.0
High 815.8 817.3 1.5 0.2% 827.1
Low 810.8 808.2 -2.6 -0.3% 805.0
Close 811.7 824.6 12.9 1.6% 823.8
Range 5.0 9.1 4.1 82.0% 22.1
ATR 8.7 8.7 0.0 0.4% 0.0
Volume 506 22 -484 -95.7% 217
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 844.0 843.5 829.5
R3 835.0 834.3 827.0
R2 825.8 825.8 826.3
R1 825.3 825.3 825.5 825.5
PP 816.8 816.8 816.8 816.8
S1 816.0 816.0 823.8 816.5
S2 807.5 807.5 823.0
S3 798.5 807.0 822.0
S4 789.5 798.0 819.5
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
5 830.2 808.2 22.0 2.7% 7.0 0.8% 75% False True 120
10 830.2 805.0 25.2 3.1% 8.8 1.1% 78% False False 81
20 830.2 783.4 46.8 5.7% 7.0 0.9% 88% False False 50
40 830.2 737.9 92.3 11.2% 5.0 0.6% 94% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 856.0
2.618 841.0
1.618 832.0
1.000 826.5
0.618 823.0
HIGH 817.3
0.618 813.8
0.500 812.8
0.382 811.8
LOW 808.3
0.618 802.5
1.000 799.0
1.618 793.5
2.618 784.5
4.250 769.5
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 820.8 822.3
PP 816.8 819.8
S1 812.8 817.3

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

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