ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 761.1 781.6 20.5 2.7% 729.2
High 771.2 788.3 17.1 2.2% 776.7
Low 752.9 748.3 -4.6 -0.6% 728.5
Close 770.7 749.6 -21.1 -2.7% 770.7
Range 18.3 40.0 21.7 118.6% 48.2
ATR 17.0 18.6 1.6 9.7% 0.0
Volume 150,496 124,802 -25,694 -17.1% 745,169
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 882.0 855.8 771.5
R3 842.0 815.8 760.5
R2 802.0 802.0 757.0
R1 775.8 775.8 753.3 769.0
PP 762.0 762.0 762.0 758.5
S1 735.8 735.8 746.0 729.0
S2 722.0 722.0 742.3
S3 682.0 695.8 738.5
S4 642.0 655.8 727.5
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
5 788.3 729.0 59.3 7.9% 22.5 3.0% 35% True False 148,870
10 788.3 728.5 59.8 8.0% 19.5 2.6% 35% True False 147,344
20 791.0 728.5 62.5 8.3% 18.0 2.4% 34% False False 144,673
40 829.0 728.5 100.5 13.4% 17.0 2.3% 21% False False 138,829
60 850.6 728.5 122.1 16.3% 16.0 2.1% 17% False False 136,633
80 850.6 728.5 122.1 16.3% 15.0 2.0% 17% False False 115,363
100 850.6 728.5 122.1 16.3% 13.3 1.8% 17% False False 92,295
120 850.6 722.2 128.4 17.1% 11.5 1.5% 21% False False 76,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 958.3
2.618 893.0
1.618 853.0
1.000 828.3
0.618 813.0
HIGH 788.3
0.618 773.0
0.500 768.3
0.382 763.5
LOW 748.3
0.618 723.5
1.000 708.3
1.618 683.5
2.618 643.5
4.250 578.3
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 768.3 768.3
PP 762.0 762.0
S1 755.8 755.8

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

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