ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 831.2 830.0 -1.2 -0.1% 831.0
High 835.2 836.0 0.8 0.1% 850.6
Low 819.0 824.1 5.1 0.6% 819.0
Close 830.6 827.7 -2.9 -0.3% 827.7
Range 16.2 11.9 -4.3 -26.5% 31.6
ATR 13.6 13.4 -0.1 -0.9% 0.0
Volume 131,718 133,053 1,335 1.0% 620,806
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 865.0 858.3 834.3
R3 853.0 846.3 831.0
R2 841.3 841.3 830.0
R1 834.5 834.5 828.8 831.8
PP 829.3 829.3 829.3 828.0
S1 822.5 822.5 826.5 820.0
S2 817.3 817.3 825.5
S3 805.5 810.8 824.5
S4 793.5 798.8 821.3
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 927.3 909.0 845.0
R3 895.8 877.5 836.5
R2 864.0 864.0 833.5
R1 845.8 845.8 830.5 839.3
PP 832.5 832.5 832.5 829.0
S1 814.3 814.3 824.8 807.5
S2 800.8 800.8 822.0
S3 769.3 782.8 819.0
S4 737.8 751.0 810.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 850.6 819.0 31.6 3.8% 15.8 1.9% 28% False False 124,161
10 850.6 811.2 39.4 4.8% 15.0 1.8% 42% False False 123,765
20 850.6 780.0 70.6 8.5% 14.0 1.7% 68% False False 118,625
40 850.6 780.0 70.6 8.5% 11.8 1.4% 68% False False 59,370
60 850.6 737.9 112.7 13.6% 9.3 1.1% 80% False False 39,593
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 886.5
2.618 867.3
1.618 855.3
1.000 848.0
0.618 843.3
HIGH 836.0
0.618 831.5
0.500 830.0
0.382 828.8
LOW 824.0
0.618 816.8
1.000 812.3
1.618 804.8
2.618 793.0
4.250 773.5
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 830.0 831.0
PP 829.3 830.0
S1 828.5 828.8

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

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