ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	785.7	790.7	5.0	0.6%	809.5
High	791.4	803.0	11.6	1.5%	825.0
Low	784.0	789.4	5.4	0.7%	794.5
Close	791.3	801.3	10.0	1.3%	797.2
Range	7.4	13.6	6.2	83.8%	30.5
ATR	11.1	11.3	0.2	1.6%	0.0
Volume	24,090	121,730	97,640	405.3%	1,395

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	838.8	833.5	808.8
R3	825.0	820.0	805.0
R2	811.5	811.5	803.8
R1	806.5	806.5	802.5	809.0
PP	798.0	798.0	798.0	799.3
S1	792.8	792.8	800.0	795.3
S2	784.3	784.3	798.8
S3	770.8	779.3	797.5
S4	757.0	765.5	793.8

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	812.5	780.0	32.5	4.1%	14.3	1.8%	66%	False	False	30,368
10	827.0	780.0	47.0	5.9%	13.3	1.7%	45%	False	False	15,261
20	830.2	780.0	50.2	6.3%	11.0	1.4%	42%	False	False	7,671
40	830.2	760.1	70.1	8.7%	7.8	1.0%	59%	False	False	3,852

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	1.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	860.8
2.618	838.5
1.618	825.0
1.000	816.5
0.618	811.5
HIGH	803.0
0.618	797.8
0.500	796.3
0.382	794.5
LOW	789.5
0.618	781.0
1.000	775.8
1.618	767.5
2.618	753.8
4.250	731.5

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	799.5	798.0
PP	798.0	794.8
S1	796.3	791.5

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