ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	812.3	826.4	14.1	1.7%	796.0
High	828.6	828.5	-0.1	0.0%	817.8
Low	811.7	816.1	4.4	0.5%	780.0
Close	827.1	819.2	-7.9	-1.0%	814.4
Range	16.9	12.4	-4.5	-26.6%	37.8
ATR	12.0	12.1	0.0	0.2%	0.0
Volume	204,254	187,052	-17,202	-8.4%	300,178

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	858.5	851.3	826.0
R3	846.0	838.8	822.5
R2	833.8	833.8	821.5
R1	826.5	826.5	820.3	823.8
PP	821.3	821.3	821.3	820.0
S1	814.0	814.0	818.0	811.5
S2	808.8	808.8	817.0
S3	796.5	801.8	815.8
S4	784.0	789.3	812.5

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	789.4	39.2	4.8%	14.3	1.7%	76%	False	False	167,265
10	828.6	780.0	48.6	5.9%	14.5	1.8%	81%	False	False	86,708
20	830.2	780.0	50.2	6.1%	12.3	1.5%	78%	False	False	43,391
40	830.2	769.2	61.0	7.4%	9.0	1.1%	82%	False	False	21,708

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	881.3
2.618	861.0
1.618	848.5
1.000	841.0
0.618	836.3
HIGH	828.5
0.618	823.8
0.500	822.3
0.382	820.8
LOW	816.0
0.618	808.5
1.000	803.8
1.618	796.0
2.618	783.8
4.250	763.5

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	822.3	818.8
PP	821.3	818.3
S1	820.3	817.5

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