ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 799.1 785.2 -13.9 -1.7% 831.0
High 802.4 794.4 -8.0 -1.0% 839.2
Low 780.0 783.8 3.8 0.5% 809.4
Close 783.4 792.8 9.4 1.2% 813.1
Range 22.4 10.6 -11.8 -52.7% 29.8
ATR 14.3 14.0 -0.2 -1.6% 0.0
Volume 213,046 142,796 -70,250 -33.0% 554,876
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 822.3 818.0 798.8
R3 811.5 807.5 795.8
R2 801.0 801.0 794.8
R1 796.8 796.8 793.8 799.0
PP 790.3 790.3 790.3 791.3
S1 786.3 786.3 791.8 788.3
S2 779.8 779.8 790.8
S3 769.3 775.8 790.0
S4 758.5 765.0 787.0
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
5 830.7 780.0 50.7 6.4% 13.5 1.7% 25% False False 149,944
10 843.0 780.0 63.0 7.9% 14.0 1.8% 20% False False 141,904
20 850.6 780.0 70.6 8.9% 13.8 1.7% 18% False False 135,642
40 850.6 780.0 70.6 8.9% 13.0 1.6% 18% False False 84,842
60 850.6 769.2 81.4 10.3% 10.3 1.3% 29% False False 56,569
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 839.5
2.618 822.3
1.618 811.5
1.000 805.0
0.618 801.0
HIGH 794.5
0.618 790.3
0.500 789.0
0.382 787.8
LOW 783.8
0.618 777.3
1.000 773.3
1.618 766.8
2.618 756.0
4.250 738.8
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 791.5 792.5
PP 790.3 792.5
S1 789.0 792.3

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

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