ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 777.1 777.1 0.0 0.0% 777.7
High 784.7 783.1 -1.6 -0.2% 794.9
Low 773.6 768.8 -4.8 -0.6% 772.8
Close 775.8 769.4 -6.4 -0.8% 787.9
Range 11.1 14.3 3.2 28.8% 22.1
ATR 15.3 15.2 -0.1 -0.5% 0.0
Volume 164,299 142,169 -22,130 -13.5% 678,500
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 816.8 807.3 777.3
R3 802.3 793.0 773.3
R2 788.0 788.0 772.0
R1 778.8 778.8 770.8 776.3
PP 773.8 773.8 773.8 772.5
S1 764.5 764.5 768.0 762.0
S2 759.5 759.5 766.8
S3 745.3 750.3 765.5
S4 730.8 735.8 761.5
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 851.5 841.8 800.0
R3 829.5 819.8 794.0
R2 807.3 807.3 792.0
R1 797.5 797.5 790.0 802.5
PP 785.3 785.3 785.3 787.5
S1 775.5 775.5 785.8 780.3
S2 763.0 763.0 783.8
S3 741.0 753.5 781.8
S4 719.0 731.3 775.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.7 768.8 25.9 3.4% 13.3 1.7% 2% False True 139,764
10 818.5 768.8 49.7 6.5% 16.0 2.1% 1% False True 140,401
20 829.0 768.8 60.2 7.8% 15.5 2.0% 1% False True 134,526
40 850.6 768.8 81.8 10.6% 15.3 2.0% 1% False True 134,427
60 850.6 768.8 81.8 10.6% 14.3 1.9% 1% False True 112,885
80 850.6 768.8 81.8 10.6% 12.5 1.6% 1% False True 84,670
100 850.6 734.0 116.6 15.2% 10.5 1.4% 30% False False 67,744
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 True
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 844.0
2.618 820.5
1.618 806.3
1.000 797.5
0.618 792.0
HIGH 783.0
0.618 777.8
0.500 776.0
0.382 774.3
LOW 768.8
0.618 760.0
1.000 754.5
1.618 745.8
2.618 731.3
4.250 708.0
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 776.0 780.0
PP 773.8 776.5
S1 771.5 773.0

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

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