ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 810.3 812.6 2.3 0.3% 799.4
High 818.0 824.7 6.7 0.8% 824.7
Low 805.7 809.2 3.5 0.4% 781.7
Close 815.8 823.8 8.0 1.0% 823.8
Range 12.3 15.5 3.2 26.0% 43.0
ATR 15.1 15.1 0.0 0.2% 0.0
Volume 114,141 124,080 9,939 8.7% 629,904
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 865.8 860.3 832.3
R3 850.3 844.8 828.0
R2 834.8 834.8 826.8
R1 829.3 829.3 825.3 832.0
PP 819.3 819.3 819.3 820.5
S1 813.8 813.8 822.5 816.5
S2 803.8 803.8 821.0
S3 788.3 798.3 819.5
S4 772.8 782.8 815.3
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 939.0 924.5 847.5
R3 896.0 881.5 835.5
R2 853.0 853.0 831.8
R1 838.5 838.5 827.8 845.8
PP 810.0 810.0 810.0 813.8
S1 795.5 795.5 819.8 802.8
S2 767.0 767.0 816.0
S3 724.0 752.5 812.0
S4 681.0 709.5 800.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 824.7 781.7 43.0 5.2% 15.0 1.8% 98% True False 125,980
10 824.7 781.7 43.0 5.2% 15.5 1.9% 98% True False 135,627
20 839.2 780.0 59.2 7.2% 14.8 1.8% 74% False False 139,534
40 850.6 780.0 70.6 8.6% 14.5 1.8% 62% False False 125,769
60 850.6 780.0 70.6 8.6% 12.8 1.5% 62% False False 83,874
80 850.6 737.9 112.7 13.7% 10.5 1.3% 76% False False 62,915
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 3.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 890.5
2.618 865.3
1.618 849.8
1.000 840.3
0.618 834.3
HIGH 824.8
0.618 818.8
0.500 817.0
0.382 815.0
LOW 809.3
0.618 799.5
1.000 793.8
1.618 784.0
2.618 768.5
4.250 743.3
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 821.5 820.0
PP 819.3 816.3
S1 817.0 812.5

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

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