ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 818.7 826.5 7.8 1.0% 813.3
High 827.7 829.3 1.6 0.2% 829.3
Low 816.5 822.8 6.3 0.8% 806.6
Close 827.1 826.7 -0.4 0.0% 826.7
Range 11.2 6.5 -4.7 -42.0% 22.7
ATR 12.0 11.6 -0.4 -3.3% 0.0
Volume 163,246 105,804 -57,442 -35.2% 834,669
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 845.8 842.8 830.3
R3 839.3 836.3 828.5
R2 832.8 832.8 828.0
R1 829.8 829.8 827.3 831.3
PP 826.3 826.3 826.3 827.0
S1 823.3 823.3 826.0 824.8
S2 819.8 819.8 825.5
S3 813.3 816.8 825.0
S4 806.8 810.3 823.0
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 889.0 880.5 839.3
R3 866.3 857.8 833.0
R2 843.5 843.5 830.8
R1 835.3 835.3 828.8 839.3
PP 820.8 820.8 820.8 823.0
S1 812.5 812.5 824.5 816.8
S2 798.3 798.3 822.5
S3 775.5 789.8 820.5
S4 752.8 767.0 814.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.3 806.6 22.7 2.7% 11.3 1.3% 89% True False 166,933
10 829.3 780.0 49.3 6.0% 13.0 1.6% 95% True False 113,484
20 830.2 780.0 50.2 6.1% 11.8 1.4% 93% False False 56,842
40 830.2 769.2 61.0 7.4% 9.3 1.1% 94% False False 28,433
60 830.2 734.0 96.2 11.6% 6.8 0.8% 96% False False 18,968
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 857.0
2.618 846.3
1.618 839.8
1.000 835.8
0.618 833.3
HIGH 829.3
0.618 826.8
0.500 826.0
0.382 825.3
LOW 822.8
0.618 818.8
1.000 816.3
1.618 812.3
2.618 805.8
4.250 795.3
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 826.5 825.3
PP 826.3 824.0
S1 826.0 822.8

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

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