ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 803.2 812.5 9.3 1.2% 809.5
High 818.9 812.5 -6.4 -0.8% 825.0
Low 802.7 794.5 -8.2 -1.0% 794.5
Close 812.5 797.2 -15.3 -1.9% 797.2
Range 16.2 18.0 1.8 11.1% 30.5
ATR 9.9 10.5 0.6 5.8% 0.0
Volume 643 643 0 0.0% 1,395
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 855.5 844.3 807.0
R3 837.5 826.3 802.3
R2 819.5 819.5 800.5
R1 808.3 808.3 798.8 804.8
PP 801.5 801.5 801.5 799.8
S1 790.3 790.3 795.5 786.8
S2 783.5 783.5 794.0
S3 765.5 772.3 792.3
S4 747.5 754.3 787.3
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 897.0 877.8 814.0
R3 866.5 847.3 805.5
R2 836.0 836.0 802.8
R1 816.8 816.8 800.0 811.0
PP 805.5 805.5 805.5 802.8
S1 786.3 786.3 794.5 780.5
S2 775.0 775.0 791.5
S3 744.5 755.8 788.8
S4 714.0 725.3 780.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 825.0 794.5 30.5 3.8% 15.3 1.9% 9% False True 279
10 830.2 794.5 35.7 4.5% 10.8 1.4% 8% False True 201
20 830.2 794.5 35.7 4.5% 9.8 1.2% 8% False True 116
40 830.2 737.9 92.3 11.6% 6.8 0.9% 64% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 889.0
2.618 859.5
1.618 841.5
1.000 830.5
0.618 823.5
HIGH 812.5
0.618 805.5
0.500 803.5
0.382 801.5
LOW 794.5
0.618 783.5
1.000 776.5
1.618 765.5
2.618 747.5
4.250 718.0
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 803.5 808.5
PP 801.5 804.8
S1 799.3 801.0

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

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