ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 825.1 808.2 -16.9 -2.0% 793.0
High 825.1 808.2 -16.9 -2.0% 820.0
Low 813.0 808.2 -4.8 -0.6% 793.0
Close 811.1 808.2 -2.9 -0.4% 820.0
Range 12.1 0.0 -12.1 -100.0% 27.0
ATR
Volume 19 19 0 0.0% 16
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 808.3 808.3 808.3
R3 808.3 808.3 808.3
R2 808.3 808.3 808.3
R1 808.3 808.3 808.3 808.3
PP 808.3 808.3 808.3 808.3
S1 808.3 808.3 808.3 808.3
S2 808.3 808.3 808.3
S3 808.3 808.3 808.3
S4 808.3 808.3 808.3
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 892.0 883.0 834.8
R3 865.0 856.0 827.5
R2 838.0 838.0 825.0
R1 829.0 829.0 822.5 833.5
PP 811.0 811.0 811.0 813.3
S1 802.0 802.0 817.5 806.5
S2 784.0 784.0 815.0
S3 757.0 775.0 812.5
S4 730.0 748.0 805.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 825.1 795.5 29.6 3.7% 6.8 0.8% 43% False False 10
10 825.1 789.0 36.1 4.5% 4.3 0.5% 53% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 808.3
2.618 808.3
1.618 808.3
1.000 808.3
0.618 808.3
HIGH 808.3
0.618 808.3
0.500 808.3
0.382 808.3
LOW 808.3
0.618 808.3
1.000 808.3
1.618 808.3
2.618 808.3
4.250 808.3
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 808.3 816.8
PP 808.3 813.8
S1 808.3 811.0

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

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