ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 785.2 794.2 9.0 1.1% 831.0
High 794.4 809.3 14.9 1.9% 839.2
Low 783.8 791.6 7.8 1.0% 809.4
Close 792.8 808.8 16.0 2.0% 813.1
Range 10.6 17.7 7.1 67.0% 29.8
ATR 14.0 14.3 0.3 1.9% 0.0
Volume 142,796 142,706 -90 -0.1% 554,876
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 856.3 850.3 818.5
R3 838.8 832.5 813.8
R2 821.0 821.0 812.0
R1 814.8 814.8 810.5 818.0
PP 803.3 803.3 803.3 804.8
S1 797.3 797.3 807.3 800.3
S2 785.5 785.5 805.5
S3 767.8 779.5 804.0
S4 750.3 761.8 799.0
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
5 819.2 780.0 39.2 4.8% 13.5 1.7% 73% False False 143,383
10 839.2 780.0 59.2 7.3% 14.0 1.7% 49% False False 142,657
20 850.6 780.0 70.6 8.7% 14.0 1.7% 41% False False 133,425
40 850.6 780.0 70.6 8.7% 13.0 1.6% 41% False False 88,408
60 850.6 769.2 81.4 10.1% 10.8 1.3% 49% False False 58,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 884.5
2.618 855.8
1.618 838.0
1.000 827.0
0.618 820.3
HIGH 809.3
0.618 802.5
0.500 800.5
0.382 798.3
LOW 791.5
0.618 780.8
1.000 774.0
1.618 763.0
2.618 745.3
4.250 716.5
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 806.0 804.0
PP 803.3 799.3
S1 800.5 794.8

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

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