ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 755.8 759.2 3.4 0.4% 785.6
High 765.6 769.4 3.8 0.5% 791.0
Low 745.9 754.5 8.6 1.2% 743.5
Close 763.6 769.0 5.4 0.7% 744.3
Range 19.7 14.9 -4.8 -24.4% 47.5
ATR 16.4 16.3 -0.1 -0.7% 0.0
Volume 157,378 137,519 -19,859 -12.6% 789,336
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 809.0 804.0 777.3
R3 794.0 789.0 773.0
R2 779.3 779.3 771.8
R1 774.0 774.0 770.3 776.8
PP 764.3 764.3 764.3 765.5
S1 759.3 759.3 767.8 761.8
S2 749.5 749.5 766.3
S3 734.5 744.3 765.0
S4 719.5 729.5 760.8
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
5 769.4 742.3 27.1 3.5% 17.3 2.2% 99% True False 144,718
10 794.7 742.3 52.4 6.8% 16.8 2.2% 51% False False 146,969
20 829.0 742.3 86.7 11.3% 16.5 2.1% 31% False False 138,197
40 839.2 742.3 96.9 12.6% 15.8 2.0% 28% False False 139,057
60 850.6 742.3 108.3 14.1% 15.3 2.0% 25% False False 127,855
80 850.6 742.3 108.3 14.1% 13.5 1.8% 25% False False 95,904
100 850.6 737.9 112.7 14.7% 11.5 1.5% 28% False False 76,731
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 832.8
2.618 808.5
1.618 793.5
1.000 784.3
0.618 778.5
HIGH 769.5
0.618 763.8
0.500 762.0
0.382 760.3
LOW 754.5
0.618 745.3
1.000 739.5
1.618 730.5
2.618 715.5
4.250 691.3
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 766.8 765.3
PP 764.3 761.5
S1 762.0 757.8

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

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