ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 837.2 830.2 -7.0 -0.8% 831.0
High 839.2 830.7 -8.5 -1.0% 850.6
Low 828.1 813.2 -14.9 -1.8% 819.0
Close 831.2 816.0 -15.2 -1.8% 827.7
Range 11.1 17.5 6.4 57.7% 31.6
ATR 13.4 13.7 0.3 2.4% 0.0
Volume 139,428 175,512 36,084 25.9% 620,806
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 872.5 861.8 825.5
R3 855.0 844.3 820.8
R2 837.5 837.5 819.3
R1 826.8 826.8 817.5 823.3
PP 820.0 820.0 820.0 818.3
S1 809.3 809.3 814.5 805.8
S2 802.5 802.5 812.8
S3 785.0 791.8 811.3
S4 767.5 774.3 806.5
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
5 839.2 813.2 26.0 3.2% 14.5 1.8% 11% False True 141,932
10 850.6 811.2 39.4 4.8% 15.5 1.9% 12% False False 130,905
20 850.6 789.4 61.2 7.5% 14.3 1.7% 43% False False 139,396
40 850.6 780.0 70.6 8.7% 12.5 1.5% 51% False False 70,490
60 850.6 758.0 92.6 11.3% 9.8 1.2% 63% False False 47,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 905.0
2.618 876.5
1.618 859.0
1.000 848.3
0.618 841.5
HIGH 830.8
0.618 824.0
0.500 822.0
0.382 820.0
LOW 813.3
0.618 802.5
1.000 795.8
1.618 785.0
2.618 767.5
4.250 738.8
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 822.0 826.3
PP 820.0 822.8
S1 818.0 819.5

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

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