ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 766.3 761.1 -5.2 -0.7% 729.2
High 776.7 771.2 -5.5 -0.7% 776.7
Low 758.9 752.9 -6.0 -0.8% 728.5
Close 761.1 770.7 9.6 1.3% 770.7
Range 17.8 18.3 0.5 2.8% 48.2
ATR 16.9 17.0 0.1 0.6% 0.0
Volume 177,818 150,496 -27,322 -15.4% 745,169
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 819.8 813.5 780.8
R3 801.5 795.3 775.8
R2 783.3 783.3 774.0
R1 777.0 777.0 772.5 780.0
PP 765.0 765.0 765.0 766.5
S1 758.8 758.8 769.0 761.8
S2 746.8 746.8 767.3
S3 728.3 740.3 765.8
S4 710.0 722.0 760.8
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 903.3 885.3 797.3
R3 855.0 837.0 784.0
R2 806.8 806.8 779.5
R1 788.8 788.8 775.0 797.8
PP 758.8 758.8 758.8 763.3
S1 740.5 740.5 766.3 749.5
S2 710.5 710.5 761.8
S3 662.3 692.3 757.5
S4 614.0 644.3 744.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 776.7 728.5 48.2 6.3% 17.5 2.3% 88% False False 149,033
10 778.4 728.5 49.9 6.5% 16.8 2.2% 85% False False 143,220
20 794.7 728.5 66.2 8.6% 16.8 2.2% 64% False False 145,095
40 829.0 728.5 100.5 13.0% 16.3 2.1% 42% False False 139,198
60 850.6 728.5 122.1 15.8% 15.5 2.0% 35% False False 137,273
80 850.6 728.5 122.1 15.8% 14.8 1.9% 35% False False 113,803
100 850.6 728.5 122.1 15.8% 13.0 1.7% 35% False False 91,047
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 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 849.0
2.618 819.0
1.618 800.8
1.000 789.5
0.618 782.5
HIGH 771.3
0.618 764.3
0.500 762.0
0.382 760.0
LOW 753.0
0.618 741.5
1.000 734.5
1.618 723.3
2.618 705.0
4.250 675.0
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 767.8 767.8
PP 765.0 764.8
S1 762.0 761.8

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

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