ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 830.2 816.5 -13.7 -1.7% 831.0
High 830.7 819.2 -11.5 -1.4% 850.6
Low 813.2 809.4 -3.8 -0.5% 819.0
Close 816.0 813.1 -2.9 -0.4% 827.7
Range 17.5 9.8 -7.7 -44.0% 31.6
ATR 13.7 13.5 -0.3 -2.0% 0.0
Volume 175,512 109,984 -65,528 -37.3% 620,806
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 843.3 838.0 818.5
R3 833.5 828.3 815.8
R2 823.8 823.8 815.0
R1 818.5 818.5 814.0 816.3
PP 814.0 814.0 814.0 812.8
S1 808.5 808.5 812.3 806.3
S2 804.0 804.0 811.3
S3 794.3 798.8 810.5
S4 784.5 789.0 807.8
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
5 839.2 809.4 29.8 3.7% 13.3 1.6% 12% False True 137,585
10 850.6 809.4 41.2 5.1% 15.0 1.8% 9% False True 128,529
20 850.6 798.3 52.3 6.4% 14.0 1.7% 28% False False 138,808
40 850.6 780.0 70.6 8.7% 12.5 1.5% 47% False False 73,240
60 850.6 760.1 90.5 11.1% 9.8 1.2% 59% False False 48,837
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 4.4
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 860.8
2.618 844.8
1.618 835.0
1.000 829.0
0.618 825.3
HIGH 819.3
0.618 815.5
0.500 814.3
0.382 813.3
LOW 809.5
0.618 803.3
1.000 799.5
1.618 793.5
2.618 783.8
4.250 767.8
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 814.3 824.3
PP 814.0 820.5
S1 813.5 816.8

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

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