ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 813.3 812.3 -1.0 -0.1% 796.0
High 815.4 828.6 13.2 1.6% 817.8
Low 806.6 811.7 5.1 0.6% 780.0
Close 811.6 827.1 15.5 1.9% 814.4
Range 8.8 16.9 8.1 92.0% 37.8
ATR 11.7 12.0 0.4 3.3% 0.0
Volume 174,313 204,254 29,941 17.2% 300,178
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 873.3 867.0 836.5
R3 856.3 850.3 831.8
R2 839.3 839.3 830.3
R1 833.3 833.3 828.8 836.3
PP 822.5 822.5 822.5 824.0
S1 816.3 816.3 825.5 819.5
S2 805.5 805.5 824.0
S3 788.8 799.5 822.5
S4 771.8 782.5 817.8
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 917.5 903.8 835.3
R3 879.8 866.0 824.8
R2 841.8 841.8 821.3
R1 828.3 828.3 817.8 835.0
PP 804.0 804.0 804.0 807.5
S1 790.3 790.3 811.0 797.3
S2 766.3 766.3 807.5
S3 728.5 752.5 804.0
S4 690.8 714.8 793.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 828.6 784.0 44.6 5.4% 13.3 1.6% 97% True False 134,673
10 828.6 780.0 48.6 5.9% 15.5 1.9% 97% True False 68,007
20 830.2 780.0 50.2 6.1% 12.3 1.5% 94% False False 34,041
40 830.2 769.2 61.0 7.4% 8.8 1.0% 95% False False 17,032
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 1.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 900.5
2.618 872.8
1.618 856.0
1.000 845.5
0.618 839.0
HIGH 828.5
0.618 822.3
0.500 820.3
0.382 818.3
LOW 811.8
0.618 801.3
1.000 794.8
1.618 784.3
2.618 767.5
4.250 740.0
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 824.8 822.5
PP 822.5 818.0
S1 820.3 813.5

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

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