ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 825.0 821.0 -4.0 -0.5% 830.2
High 825.0 822.5 -2.5 -0.3% 830.2
Low 818.4 801.6 -16.8 -2.1% 808.2
Close 820.2 806.2 -14.0 -1.7% 821.8
Range 6.6 20.9 14.3 216.7% 22.0
ATR 8.6 9.4 0.9 10.3% 0.0
Volume 39 44 5 12.8% 615
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 872.8 860.5 817.8
R3 852.0 839.5 812.0
R2 831.0 831.0 810.0
R1 818.5 818.5 808.0 814.3
PP 810.0 810.0 810.0 808.0
S1 797.8 797.8 804.3 793.5
S2 789.3 789.3 802.3
S3 768.3 776.8 800.5
S4 747.5 756.0 794.8
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
5 827.0 801.6 25.4 3.2% 10.8 1.3% 18% False True 30
10 830.2 801.6 28.6 3.5% 10.0 1.2% 16% False True 74
20 830.2 801.6 28.6 3.5% 8.5 1.0% 16% False True 52
40 830.2 737.9 92.3 11.4% 6.0 0.7% 74% 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 0.2
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 911.3
2.618 877.3
1.618 856.3
1.000 843.5
0.618 835.5
HIGH 822.5
0.618 814.5
0.500 812.0
0.382 809.5
LOW 801.5
0.618 788.8
1.000 780.8
1.618 767.8
2.618 747.0
4.250 712.8
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 812.0 813.3
PP 810.0 811.0
S1 808.3 808.5

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

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