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

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

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