ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 802.2 810.3 8.1 1.0% 791.5
High 812.8 818.0 5.2 0.6% 814.7
Low 800.2 805.7 5.5 0.7% 787.6
Close 809.6 815.8 6.2 0.8% 801.3
Range 12.6 12.3 -0.3 -2.4% 27.1
ATR 15.3 15.1 -0.2 -1.4% 0.0
Volume 130,650 114,141 -16,509 -12.6% 726,374
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 850.0 845.3 822.5
R3 837.8 833.0 819.3
R2 825.5 825.5 818.0
R1 820.8 820.8 817.0 823.0
PP 813.3 813.3 813.3 814.5
S1 808.3 808.3 814.8 810.8
S2 800.8 800.8 813.5
S3 788.5 796.0 812.5
S4 776.3 783.8 809.0
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 882.5 869.0 816.3
R3 855.5 842.0 808.8
R2 828.3 828.3 806.3
R1 814.8 814.8 803.8 821.5
PP 801.3 801.3 801.3 804.5
S1 787.8 787.8 798.8 794.5
S2 774.0 774.0 796.3
S3 747.0 760.5 793.8
S4 720.0 733.5 786.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 818.0 781.7 36.3 4.4% 14.8 1.8% 94% True False 125,416
10 818.0 781.7 36.3 4.4% 15.5 1.9% 94% True False 137,175
20 839.2 780.0 59.2 7.3% 14.8 1.8% 60% False False 139,916
40 850.6 780.0 70.6 8.7% 14.5 1.8% 51% False False 122,683
60 850.6 780.0 70.6 8.7% 12.5 1.5% 51% False False 81,806
80 850.6 737.9 112.7 13.8% 10.3 1.3% 69% False False 61,365
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 870.3
2.618 850.3
1.618 838.0
1.000 830.3
0.618 825.5
HIGH 818.0
0.618 813.3
0.500 811.8
0.382 810.5
LOW 805.8
0.618 798.0
1.000 793.5
1.618 785.8
2.618 773.5
4.250 753.5
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 814.5 811.5
PP 813.3 807.0
S1 811.8 802.5

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

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