ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	812.5	796.0	-16.5	-2.0%	809.5
High	812.5	801.4	-11.1	-1.4%	825.0
Low	794.5	790.4	-4.1	-0.5%	794.5
Close	797.2	801.4	4.2	0.5%	797.2
Range	18.0	11.0	-7.0	-38.9%	30.5
ATR	10.5	10.5	0.0	0.3%	0.0
Volume	643	2,474	1,831	284.8%	1,395

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	830.8	827.0	807.5
R3	819.8	816.0	804.5
R2	808.8	808.8	803.5
R1	805.0	805.0	802.5	807.0
PP	797.8	797.8	797.8	798.8
S1	794.0	794.0	800.5	796.0
S2	786.8	786.8	799.5
S3	775.8	783.0	798.5
S4	764.8	772.0	795.3

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	790.4	34.6	4.3%	14.5	1.8%	32%	False	True	768
10	827.0	790.4	36.6	4.6%	11.5	1.4%	30%	False	True	448
20	830.2	790.4	39.8	5.0%	10.0	1.3%	28%	False	True	239
40	830.2	758.0	72.2	9.0%	7.0	0.9%	60%	False	False	139

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	False
Stretch	0.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	848.3
2.618	830.3
1.618	819.3
1.000	812.5
0.618	808.3
HIGH	801.5
0.618	797.3
0.500	796.0
0.382	794.5
LOW	790.5
0.618	783.5
1.000	779.5
1.618	772.5
2.618	761.5
4.250	743.8

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	799.5	804.8
PP	797.8	803.5
S1	796.0	802.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols