ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 831.0 845.0 14.0 1.7% 827.6
High 845.7 850.6 4.9 0.6% 840.5
Low 828.1 836.0 7.9 1.0% 811.2
Close 845.1 837.3 -7.8 -0.9% 828.4
Range 17.6 14.6 -3.0 -17.0% 29.3
ATR 12.9 13.0 0.1 1.0% 0.0
Volume 124,758 96,104 -28,654 -23.0% 616,847
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 885.0 875.8 845.3
R3 870.5 861.3 841.3
R2 856.0 856.0 840.0
R1 846.5 846.5 838.8 844.0
PP 841.3 841.3 841.3 840.0
S1 832.0 832.0 836.0 829.3
S2 826.8 826.8 834.5
S3 812.0 817.5 833.3
S4 797.5 802.8 829.3
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
5 850.6 811.2 39.4 4.7% 14.8 1.8% 66% True False 115,694
10 850.6 811.2 39.4 4.7% 13.5 1.6% 66% True False 129,381
20 850.6 780.0 70.6 8.4% 14.5 1.7% 81% True False 98,694
40 850.6 780.0 70.6 8.4% 11.3 1.3% 81% True False 49,373
60 850.6 737.9 112.7 13.5% 8.5 1.0% 88% True False 32,928
Crabel Price Patterns
NR True
NR4 True
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 3.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 912.8
2.618 888.8
1.618 874.3
1.000 865.3
0.618 859.5
HIGH 850.5
0.618 845.0
0.500 843.3
0.382 841.5
LOW 836.0
0.618 827.0
1.000 821.5
1.618 812.5
2.618 797.8
4.250 774.0
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 843.3 835.3
PP 841.3 833.0
S1 839.3 831.0

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

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