ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 845.0 837.6 -7.4 -0.9% 827.6
High 850.6 843.0 -7.6 -0.9% 840.5
Low 836.0 825.0 -11.0 -1.3% 811.2
Close 837.3 830.7 -6.6 -0.8% 828.4
Range 14.6 18.0 3.4 23.3% 29.3
ATR 13.0 13.4 0.4 2.8% 0.0
Volume 96,104 135,173 39,069 40.7% 616,847
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 887.0 876.8 840.5
R3 869.0 858.8 835.8
R2 851.0 851.0 834.0
R1 840.8 840.8 832.3 836.8
PP 833.0 833.0 833.0 831.0
S1 822.8 822.8 829.0 818.8
S2 815.0 815.0 827.5
S3 797.0 804.8 825.8
S4 779.0 786.8 820.8
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
5 850.6 811.2 39.4 4.7% 16.5 2.0% 49% False False 119,878
10 850.6 811.2 39.4 4.7% 14.0 1.7% 49% False False 124,193
20 850.6 780.0 70.6 8.5% 14.3 1.7% 72% False False 105,450
40 850.6 780.0 70.6 8.5% 11.3 1.4% 72% False False 52,751
60 850.6 737.9 112.7 13.6% 8.8 1.1% 82% False False 35,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 919.5
2.618 890.0
1.618 872.0
1.000 861.0
0.618 854.0
HIGH 843.0
0.618 836.0
0.500 834.0
0.382 832.0
LOW 825.0
0.618 814.0
1.000 807.0
1.618 796.0
2.618 778.0
4.250 748.5
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 834.0 837.8
PP 833.0 835.5
S1 831.8 833.0

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

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