ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 769.0 775.8 6.8 0.9% 747.4
High 778.4 777.2 -1.2 -0.2% 773.4
Low 765.9 759.2 -6.7 -0.9% 742.3
Close 777.2 759.6 -17.6 -2.3% 765.1
Range 12.5 18.0 5.5 44.0% 31.1
ATR 15.8 16.0 0.2 1.0% 0.0
Volume 128,745 141,333 12,588 9.8% 630,682
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 819.3 807.5 769.5
R3 801.3 789.5 764.5
R2 783.3 783.3 763.0
R1 771.5 771.5 761.3 768.5
PP 765.3 765.3 765.3 763.8
S1 753.5 753.5 758.0 750.5
S2 747.3 747.3 756.3
S3 729.3 735.5 754.8
S4 711.3 717.5 749.8
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 853.5 840.5 782.3
R3 822.5 809.3 773.8
R2 791.3 791.3 770.8
R1 778.3 778.3 768.0 784.8
PP 760.3 760.3 760.3 763.5
S1 747.3 747.3 762.3 753.8
S2 729.3 729.3 759.5
S3 698.0 716.0 756.5
S4 667.0 685.0 748.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 778.4 745.9 32.5 4.3% 15.3 2.0% 42% False False 129,708
10 783.1 742.3 40.8 5.4% 16.8 2.2% 42% False False 139,465
20 818.5 742.3 76.2 10.0% 16.3 2.1% 23% False False 138,714
40 839.2 742.3 96.9 12.8% 15.5 2.1% 18% False False 138,030
60 850.6 742.3 108.3 14.3% 15.3 2.0% 16% False False 133,686
80 850.6 742.3 108.3 14.3% 13.8 1.8% 16% False False 100,324
100 850.6 742.3 108.3 14.3% 11.8 1.6% 16% False False 80,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 853.8
2.618 824.3
1.618 806.3
1.000 795.3
0.618 788.3
HIGH 777.3
0.618 770.3
0.500 768.3
0.382 766.0
LOW 759.3
0.618 748.0
1.000 741.3
1.618 730.0
2.618 712.0
4.250 682.8
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 768.3 768.8
PP 765.3 765.8
S1 762.5 762.8

Download as Excel Spreadsheet

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

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