ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 790.1 784.0 -6.1 -0.8% 824.8
High 791.6 794.5 2.9 0.4% 829.0
Low 778.6 782.8 4.2 0.5% 785.4
Close 785.6 791.5 5.9 0.8% 786.6
Range 13.0 11.7 -1.3 -10.0% 43.6
ATR 16.0 15.7 -0.3 -1.9% 0.0
Volume 161,375 127,963 -33,412 -20.7% 624,921
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 824.8 819.8 798.0
R3 813.0 808.0 794.8
R2 801.3 801.3 793.8
R1 796.5 796.5 792.5 798.8
PP 789.5 789.5 789.5 790.8
S1 784.8 784.8 790.5 787.3
S2 778.0 778.0 789.3
S3 766.3 773.0 788.3
S4 754.5 761.3 785.0
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
5 809.8 772.8 37.0 4.7% 17.3 2.2% 51% False False 139,793
10 829.0 772.8 56.2 7.1% 16.5 2.1% 33% False False 129,425
20 829.0 772.8 56.2 7.1% 16.0 2.0% 33% False False 133,300
40 850.6 772.8 77.8 9.8% 15.0 1.9% 24% False False 133,363
60 850.6 772.8 77.8 9.8% 14.0 1.8% 24% False False 103,372
80 850.6 769.2 81.4 10.3% 12.0 1.5% 27% False False 77,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 844.3
2.618 825.3
1.618 813.5
1.000 806.3
0.618 801.8
HIGH 794.5
0.618 790.0
0.500 788.8
0.382 787.3
LOW 782.8
0.618 775.5
1.000 771.0
1.618 763.8
2.618 752.3
4.250 733.0
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 790.5 789.8
PP 789.5 788.3
S1 788.8 786.5

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

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