ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 747.4 762.1 14.7 2.0% 785.6
High 763.4 769.4 6.0 0.8% 791.0
Low 742.3 753.8 11.5 1.5% 743.5
Close 762.0 757.5 -4.5 -0.6% 744.3
Range 21.1 15.6 -5.5 -26.1% 47.5
ATR 16.2 16.2 0.0 -0.3% 0.0
Volume 120,347 131,873 11,526 9.6% 789,336
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 807.0 797.8 766.0
R3 791.5 782.3 761.8
R2 775.8 775.8 760.3
R1 766.8 766.8 759.0 763.5
PP 760.3 760.3 760.3 758.5
S1 751.0 751.0 756.0 747.8
S2 744.8 744.8 754.8
S3 729.0 735.5 753.3
S4 713.5 719.8 749.0
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 902.0 870.8 770.5
R3 854.5 823.3 757.3
R2 807.0 807.0 753.0
R1 775.8 775.8 748.8 767.8
PP 759.5 759.5 759.5 755.5
S1 728.3 728.3 740.0 720.3
S2 712.0 712.0 735.5
S3 664.5 680.8 731.3
S4 617.0 633.3 718.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 783.1 742.3 40.8 5.4% 18.3 2.4% 37% False False 149,222
10 794.7 742.3 52.4 6.9% 15.8 2.1% 29% False False 146,413
20 829.0 742.3 86.7 11.4% 16.0 2.1% 18% False False 135,692
40 850.6 742.3 108.3 14.3% 15.5 2.1% 14% False False 137,466
60 850.6 742.3 108.3 14.3% 15.0 2.0% 14% False False 122,941
80 850.6 742.3 108.3 14.3% 13.3 1.8% 14% False False 92,218
100 850.6 737.9 112.7 14.9% 11.3 1.5% 17% False False 73,783
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 False
Bull Hook False
Stretch 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 835.8
2.618 810.3
1.618 794.8
1.000 785.0
0.618 779.0
HIGH 769.5
0.618 763.5
0.500 761.5
0.382 759.8
LOW 753.8
0.618 744.3
1.000 738.3
1.618 728.5
2.618 713.0
4.250 687.5
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 761.5 757.0
PP 760.3 756.5
S1 758.8 755.8

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

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