ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 821.0 803.2 -17.8 -2.2% 830.2
High 822.5 818.9 -3.6 -0.4% 830.2
Low 801.6 802.7 1.1 0.1% 808.2
Close 806.2 812.5 6.3 0.8% 821.8
Range 20.9 16.2 -4.7 -22.5% 22.0
ATR 9.4 9.9 0.5 5.1% 0.0
Volume 44 643 599 1,361.4% 615
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 860.0 852.5 821.5
R3 843.8 836.3 817.0
R2 827.5 827.5 815.5
R1 820.0 820.0 814.0 823.8
PP 811.3 811.3 811.3 813.3
S1 803.8 803.8 811.0 807.5
S2 795.3 795.3 809.5
S3 779.0 787.8 808.0
S4 762.8 771.5 803.5
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
5 827.0 801.6 25.4 3.1% 12.3 1.5% 43% False False 154
10 830.2 801.6 28.6 3.5% 9.5 1.2% 38% False False 137
20 830.2 801.6 28.6 3.5% 9.3 1.1% 38% False False 84
40 830.2 737.9 92.3 11.4% 6.5 0.8% 81% False False 62
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 887.8
2.618 861.3
1.618 845.0
1.000 835.0
0.618 829.0
HIGH 819.0
0.618 812.8
0.500 810.8
0.382 809.0
LOW 802.8
0.618 792.8
1.000 786.5
1.618 776.5
2.618 760.3
4.250 733.8
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 812.0 813.3
PP 811.3 813.0
S1 810.8 812.8

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

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