ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 804.3 777.7 -26.6 -3.3% 824.8
High 809.8 794.9 -14.9 -1.8% 829.0
Low 785.4 772.8 -12.6 -1.6% 785.4
Close 786.6 792.8 6.2 0.8% 786.6
Range 24.4 22.1 -2.3 -9.4% 43.6
ATR 15.9 16.3 0.4 2.8% 0.0
Volume 153,710 109,483 -44,227 -28.8% 624,921
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 853.3 845.0 805.0
R3 831.0 823.0 799.0
R2 809.0 809.0 796.8
R1 800.8 800.8 794.8 805.0
PP 786.8 786.8 786.8 788.8
S1 778.8 778.8 790.8 782.8
S2 764.8 764.8 788.8
S3 742.8 756.8 786.8
S4 720.5 734.5 780.8
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
5 829.0 772.8 56.2 7.1% 19.0 2.4% 36% False True 127,807
10 829.0 772.8 56.2 7.1% 16.5 2.1% 36% False True 121,328
20 829.0 772.8 56.2 7.1% 16.5 2.1% 36% False True 136,439
40 850.6 772.8 77.8 9.8% 15.0 1.9% 26% False True 136,609
60 850.6 772.8 77.8 9.8% 14.0 1.8% 26% False True 96,112
80 850.6 760.1 90.5 11.4% 11.5 1.5% 36% False False 72,090
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 3.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 888.8
2.618 852.8
1.618 830.8
1.000 817.0
0.618 808.5
HIGH 795.0
0.618 786.5
0.500 783.8
0.382 781.3
LOW 772.8
0.618 759.3
1.000 750.8
1.618 737.0
2.618 715.0
4.250 679.0
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 789.8 795.8
PP 786.8 794.8
S1 783.8 793.8

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

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