ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 753.5 763.1 9.6 1.3% 781.6
High 764.4 767.2 2.8 0.4% 788.3
Low 749.5 762.3 12.8 1.7% 747.1
Close 763.7 762.3 -1.4 -0.2% 762.3
Range 14.9 4.9 -10.0 -66.9% 41.2
ATR 18.2 17.3 -0.9 -5.2% 0.0
Volume 27,765 978 -26,787 -96.5% 355,331
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 778.8 775.5 765.0
R3 773.8 770.5 763.8
R2 768.8 768.8 763.3
R1 765.5 765.5 762.8 764.8
PP 764.0 764.0 764.0 763.5
S1 760.8 760.8 761.8 759.8
S2 759.0 759.0 761.3
S3 754.0 755.8 761.0
S4 749.0 750.8 759.5
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 889.5 867.0 785.0
R3 848.3 826.0 773.5
R2 807.0 807.0 769.8
R1 784.8 784.8 766.0 775.3
PP 766.0 766.0 766.0 761.3
S1 743.5 743.5 758.5 734.0
S2 724.8 724.8 754.8
S3 683.5 702.3 751.0
S4 642.3 661.0 739.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 788.3 747.1 41.2 5.4% 19.0 2.5% 37% False False 71,066
10 788.3 728.5 59.8 7.8% 18.3 2.4% 56% False False 110,050
20 788.3 728.5 59.8 7.8% 17.5 2.3% 56% False False 125,556
40 829.0 728.5 100.5 13.2% 16.8 2.2% 34% False False 129,464
60 850.6 728.5 122.1 16.0% 16.3 2.1% 28% False False 132,487
80 850.6 728.5 122.1 16.0% 15.3 2.0% 28% False False 118,237
100 850.6 728.5 122.1 16.0% 13.5 1.8% 28% False False 94,600
120 850.6 728.5 122.1 16.0% 11.8 1.6% 28% False False 78,839
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 788.3
2.618 780.0
1.618 775.3
1.000 772.3
0.618 770.3
HIGH 767.3
0.618 765.3
0.500 764.8
0.382 764.3
LOW 762.3
0.618 759.3
1.000 757.3
1.618 754.3
2.618 749.3
4.250 741.3
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 764.8 761.0
PP 764.0 759.8
S1 763.0 758.3

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

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