ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 729.2 734.1 4.9 0.7% 769.0
High 742.5 745.9 3.4 0.5% 778.4
Low 728.5 729.0 0.5 0.1% 735.4
Close 733.4 745.6 12.2 1.7% 736.6
Range 14.0 16.9 2.9 20.7% 43.0
ATR 16.5 16.5 0.0 0.2% 0.0
Volume 125,620 118,171 -7,449 -5.9% 603,475
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 790.8 785.3 755.0
R3 774.0 768.3 750.3
R2 757.0 757.0 748.8
R1 751.3 751.3 747.3 754.3
PP 740.3 740.3 740.3 741.5
S1 734.5 734.5 744.0 737.3
S2 723.3 723.3 742.5
S3 706.3 717.5 741.0
S4 689.5 700.8 736.3
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 879.3 850.8 760.3
R3 836.3 807.8 748.5
R2 793.3 793.3 744.5
R1 764.8 764.8 740.5 757.5
PP 750.3 750.3 750.3 746.5
S1 721.8 721.8 732.8 714.5
S2 707.3 707.3 728.8
S3 664.3 678.8 724.8
S4 621.3 635.8 713.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 777.2 728.5 48.7 6.5% 17.5 2.3% 35% False False 143,704
10 778.4 728.5 49.9 6.7% 16.3 2.2% 34% False False 135,760
20 794.7 728.5 66.2 8.9% 16.0 2.1% 26% False False 141,815
40 829.0 728.5 100.5 13.5% 16.3 2.2% 17% False False 139,127
60 850.6 728.5 122.1 16.4% 15.3 2.0% 14% False False 138,344
80 850.6 728.5 122.1 16.4% 14.5 1.9% 14% False False 107,538
100 850.6 728.5 122.1 16.4% 12.5 1.7% 14% False False 86,035
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 False
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 817.8
2.618 790.3
1.618 773.3
1.000 762.8
0.618 756.3
HIGH 746.0
0.618 739.5
0.500 737.5
0.382 735.5
LOW 729.0
0.618 718.5
1.000 712.0
1.618 701.8
2.618 684.8
4.250 657.3
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 743.0 744.8
PP 740.3 744.0
S1 737.5 743.3

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

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