ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 830.0 831.0 1.0 0.1% 831.0
High 836.0 838.0 2.0 0.2% 850.6
Low 824.1 822.5 -1.6 -0.2% 819.0
Close 827.7 837.7 10.0 1.2% 827.7
Range 11.9 15.5 3.6 30.3% 31.6
ATR 13.4 13.6 0.1 1.1% 0.0
Volume 133,053 129,952 -3,101 -2.3% 620,806
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 879.3 874.0 846.3
R3 863.8 858.5 842.0
R2 848.3 848.3 840.5
R1 843.0 843.0 839.0 845.5
PP 832.8 832.8 832.8 834.0
S1 827.5 827.5 836.3 830.0
S2 817.3 817.3 834.8
S3 801.8 812.0 833.5
S4 786.3 796.5 829.3
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% 15.3 1.8% 59% False False 125,200
10 850.6 811.2 39.4 4.7% 14.8 1.8% 67% False False 123,038
20 850.6 780.0 70.6 8.4% 14.3 1.7% 82% False False 124,998
40 850.6 780.0 70.6 8.4% 12.3 1.4% 82% False False 62,619
60 850.6 758.0 92.6 11.1% 9.3 1.1% 86% False False 41,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 4.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 904.0
2.618 878.5
1.618 863.0
1.000 853.5
0.618 847.5
HIGH 838.0
0.618 832.0
0.500 830.3
0.382 828.5
LOW 822.5
0.618 813.0
1.000 807.0
1.618 797.5
2.618 782.0
4.250 756.5
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 835.3 834.8
PP 832.8 831.5
S1 830.3 828.5

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

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