ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 796.0 801.5 5.5 0.7% 809.5
High 801.4 801.5 0.1 0.0% 825.0
Low 790.4 780.0 -10.4 -1.3% 794.5
Close 801.4 782.8 -18.6 -2.3% 797.2
Range 11.0 21.5 10.5 95.5% 30.5
ATR 10.5 11.3 0.8 7.4% 0.0
Volume 2,474 2,905 431 17.4% 1,395
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 852.5 839.3 794.5
R3 831.0 817.8 788.8
R2 809.5 809.5 786.8
R1 796.3 796.3 784.8 792.3
PP 788.0 788.0 788.0 786.0
S1 774.8 774.8 780.8 770.8
S2 766.5 766.5 778.8
S3 745.0 753.3 777.0
S4 723.5 731.8 771.0
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
5 822.5 780.0 42.5 5.4% 17.5 2.2% 7% False True 1,341
10 827.0 780.0 47.0 6.0% 12.5 1.6% 6% False True 732
20 830.2 780.0 50.2 6.4% 10.8 1.4% 6% False True 383
40 830.2 758.0 72.2 9.2% 7.5 1.0% 34% False False 211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.7
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 893.0
2.618 857.8
1.618 836.3
1.000 823.0
0.618 814.8
HIGH 801.5
0.618 793.3
0.500 790.8
0.382 788.3
LOW 780.0
0.618 766.8
1.000 758.5
1.618 745.3
2.618 723.8
4.250 688.5
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 790.8 796.3
PP 788.0 791.8
S1 785.5 787.3

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

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