ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 824.6 809.5 -15.1 -1.8% 830.2
High 827.0 824.2 -2.8 -0.3% 830.2
Low 824.6 809.5 -15.1 -1.8% 808.2
Close 821.8 821.6 -0.2 0.0% 821.8
Range 2.4 14.7 12.3 512.5% 22.0
ATR 8.2 8.7 0.5 5.6% 0.0
Volume 22 26 4 18.2% 615
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 862.5 856.8 829.8
R3 847.8 842.0 825.8
R2 833.3 833.3 824.3
R1 827.3 827.3 823.0 830.3
PP 818.5 818.5 818.5 820.0
S1 812.8 812.8 820.3 815.5
S2 803.8 803.8 819.0
S3 789.0 798.0 817.5
S4 774.3 783.3 813.5
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
5 827.0 808.2 18.8 2.3% 8.3 1.0% 71% False False 127
10 830.2 805.0 25.2 3.1% 9.3 1.1% 66% False False 72
20 830.2 783.4 46.8 5.7% 7.8 1.0% 82% False False 50
40 830.2 737.9 92.3 11.2% 5.5 0.7% 91% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 886.8
2.618 862.8
1.618 848.0
1.000 839.0
0.618 833.3
HIGH 824.3
0.618 818.5
0.500 816.8
0.382 815.0
LOW 809.5
0.618 800.5
1.000 794.8
1.618 785.8
2.618 771.0
4.250 747.0
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 820.0 820.3
PP 818.5 819.0
S1 816.8 817.5

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

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