ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 799.2 799.1 -0.1 0.0% 831.0
High 804.5 802.4 -2.1 -0.3% 839.2
Low 797.1 780.0 -17.1 -2.1% 809.4
Close 798.9 783.4 -15.5 -1.9% 813.1
Range 7.4 22.4 15.0 202.7% 29.8
ATR 13.6 14.3 0.6 4.6% 0.0
Volume 108,383 213,046 104,663 96.6% 554,876
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 855.8 842.0 795.8
R3 833.5 819.5 789.5
R2 811.0 811.0 787.5
R1 797.3 797.3 785.5 793.0
PP 788.5 788.5 788.5 786.5
S1 774.8 774.8 781.3 770.5
S2 766.3 766.3 779.3
S3 743.8 752.5 777.3
S4 721.5 730.0 771.0
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 910.0 891.3 829.5
R3 880.3 861.5 821.3
R2 850.3 850.3 818.5
R1 831.8 831.8 815.8 826.3
PP 820.5 820.5 820.5 817.8
S1 802.0 802.0 810.3 796.3
S2 790.8 790.8 807.8
S3 761.0 772.3 805.0
S4 731.3 742.3 796.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 839.2 780.0 59.2 7.6% 13.8 1.7% 6% False True 149,270
10 850.6 780.0 70.6 9.0% 14.5 1.8% 5% False True 137,235
20 850.6 780.0 70.6 9.0% 14.0 1.8% 5% False True 138,715
40 850.6 780.0 70.6 9.0% 13.0 1.7% 5% False True 81,272
60 850.6 763.2 87.4 11.2% 10.3 1.3% 23% False False 54,189
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 3.9
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 897.5
2.618 861.0
1.618 838.8
1.000 824.8
0.618 816.3
HIGH 802.5
0.618 793.8
0.500 791.3
0.382 788.5
LOW 780.0
0.618 766.3
1.000 757.5
1.618 743.8
2.618 721.3
4.250 684.8
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 791.3 799.5
PP 788.5 794.3
S1 786.0 788.8

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

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