ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 815.8 804.3 -11.5 -1.4% 824.8
High 818.5 809.8 -8.7 -1.1% 829.0
Low 800.7 785.4 -15.3 -1.9% 785.4
Close 804.2 786.6 -17.6 -2.2% 786.6
Range 17.8 24.4 6.6 37.1% 43.6
ATR 15.2 15.9 0.7 4.3% 0.0
Volume 134,186 153,710 19,524 14.5% 624,921
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 867.3 851.3 800.0
R3 842.8 826.8 793.3
R2 818.3 818.3 791.0
R1 802.5 802.5 788.8 798.3
PP 794.0 794.0 794.0 791.8
S1 778.0 778.0 784.3 773.8
S2 769.5 769.5 782.3
S3 745.3 753.8 780.0
S4 720.8 729.3 773.3
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 931.3 902.5 810.5
R3 887.5 858.8 798.5
R2 844.0 844.0 794.5
R1 815.3 815.3 790.5 807.8
PP 800.3 800.3 800.3 796.5
S1 771.8 771.8 782.5 764.3
S2 756.8 756.8 778.5
S3 713.3 728.0 774.5
S4 669.5 684.5 762.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.0 785.4 43.6 5.5% 17.3 2.2% 3% False True 124,984
10 829.0 781.7 47.3 6.0% 16.3 2.1% 10% False False 125,482
20 829.0 780.0 49.0 6.2% 15.8 2.0% 13% False False 136,384
40 850.6 780.0 70.6 9.0% 15.0 1.9% 9% False False 137,596
60 850.6 780.0 70.6 9.0% 13.5 1.7% 9% False False 94,288
80 850.6 760.1 90.5 11.5% 11.3 1.4% 29% False False 70,724
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 3.2
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 913.5
2.618 873.8
1.618 849.3
1.000 834.3
0.618 825.0
HIGH 809.8
0.618 800.5
0.500 797.5
0.382 794.8
LOW 785.5
0.618 770.3
1.000 761.0
1.618 746.0
2.618 721.5
4.250 681.8
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 797.5 802.0
PP 794.0 796.8
S1 790.3 791.8

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

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