ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 808.2 824.6 16.4 2.0% 830.2
High 817.3 827.0 9.7 1.2% 830.2
Low 808.2 824.6 16.4 2.0% 808.2
Close 824.6 821.8 -2.8 -0.3% 821.8
Range 9.1 2.4 -6.7 -73.6% 22.0
ATR 8.7 8.2 -0.4 -5.2% 0.0
Volume 22 22 0 0.0% 615
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 831.8 829.3 823.0
R3 829.3 826.8 822.5
R2 826.8 826.8 822.3
R1 824.3 824.3 822.0 824.5
PP 824.5 824.5 824.5 824.5
S1 822.0 822.0 821.5 822.0
S2 822.0 822.0 821.3
S3 819.8 819.5 821.3
S4 817.3 817.3 820.5
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 886.0 876.0 834.0
R3 864.0 854.0 827.8
R2 842.0 842.0 825.8
R1 832.0 832.0 823.8 826.0
PP 820.0 820.0 820.0 817.0
S1 810.0 810.0 819.8 804.0
S2 798.0 798.0 817.8
S3 776.0 788.0 815.8
S4 754.0 766.0 809.8
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% 6.3 0.8% 62% False False 123
10 830.2 805.0 25.2 3.1% 8.8 1.1% 67% False False 83
20 830.2 783.4 46.8 5.7% 7.0 0.9% 82% False False 49
40 830.2 737.9 92.3 11.2% 5.0 0.6% 91% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.7
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 837.3
2.618 833.3
1.618 831.0
1.000 829.5
0.618 828.5
HIGH 827.0
0.618 826.0
0.500 825.8
0.382 825.5
LOW 824.5
0.618 823.0
1.000 822.3
1.618 820.8
2.618 818.3
4.250 814.5
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 825.8 820.5
PP 824.5 819.0
S1 823.3 817.5

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

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