ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 826.3 819.1 -7.2 -0.9% 827.6
High 827.5 828.9 1.4 0.2% 840.5
Low 812.3 811.2 -1.1 -0.1% 811.2
Close 818.7 828.4 9.7 1.2% 828.4
Range 15.2 17.7 2.5 16.4% 29.3
ATR 12.1 12.5 0.4 3.3% 0.0
Volume 133,744 109,611 -24,133 -18.0% 616,847
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 876.0 869.8 838.3
R3 858.3 852.3 833.3
R2 840.5 840.5 831.8
R1 834.5 834.5 830.0 837.5
PP 822.8 822.8 822.8 824.3
S1 816.8 816.8 826.8 819.8
S2 805.3 805.3 825.3
S3 787.5 799.0 823.5
S4 769.8 781.3 818.8
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 914.5 900.8 844.5
R3 885.3 871.5 836.5
R2 856.0 856.0 833.8
R1 842.3 842.3 831.0 849.0
PP 826.8 826.8 826.8 830.3
S1 813.0 813.0 825.8 819.8
S2 797.5 797.5 823.0
S3 768.0 783.5 820.3
S4 738.8 754.3 812.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 840.5 811.2 29.3 3.5% 14.5 1.7% 59% False True 123,369
10 840.5 806.6 33.9 4.1% 12.8 1.5% 64% False False 145,151
20 840.5 780.0 60.5 7.3% 14.0 1.7% 80% False False 87,654
40 840.5 780.0 60.5 7.3% 10.5 1.3% 80% False False 43,851
60 840.5 737.9 102.6 12.4% 8.0 1.0% 88% False False 29,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 904.0
2.618 875.3
1.618 857.5
1.000 846.5
0.618 839.8
HIGH 829.0
0.618 822.3
0.500 820.0
0.382 818.0
LOW 811.3
0.618 800.3
1.000 793.5
1.618 782.5
2.618 764.8
4.250 736.0
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 825.5 826.0
PP 822.8 823.8
S1 820.0 821.3

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

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