ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 819.1 831.0 11.9 1.5% 827.6
High 828.9 845.7 16.8 2.0% 840.5
Low 811.2 828.1 16.9 2.1% 811.2
Close 828.4 845.1 16.7 2.0% 828.4
Range 17.7 17.6 -0.1 -0.6% 29.3
ATR 12.5 12.9 0.4 2.9% 0.0
Volume 109,611 124,758 15,147 13.8% 616,847
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 892.5 886.3 854.8
R3 874.8 868.8 850.0
R2 857.3 857.3 848.3
R1 851.3 851.3 846.8 854.3
PP 839.8 839.8 839.8 841.3
S1 833.5 833.5 843.5 836.5
S2 822.0 822.0 841.8
S3 804.5 816.0 840.3
S4 786.8 798.3 835.5
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
5 845.7 811.2 34.5 4.1% 14.3 1.7% 98% True False 120,876
10 845.7 811.2 34.5 4.1% 13.8 1.6% 98% True False 140,196
20 845.7 780.0 65.7 7.8% 14.0 1.7% 99% True False 93,891
40 845.7 780.0 65.7 7.8% 11.0 1.3% 99% True False 46,970
60 845.7 737.9 107.8 12.8% 8.3 1.0% 99% True False 31,327
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 920.5
2.618 891.8
1.618 874.3
1.000 863.3
0.618 856.5
HIGH 845.8
0.618 839.0
0.500 837.0
0.382 834.8
LOW 828.0
0.618 817.3
1.000 810.5
1.618 799.5
2.618 782.0
4.250 753.3
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 842.3 839.5
PP 839.8 834.0
S1 837.0 828.5

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

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