ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 806.0 800.0 -6.0 -0.7% 793.0
High 806.0 800.0 -6.0 -0.7% 820.0
Low 800.7 800.0 -0.7 -0.1% 793.0
Close 811.0 800.3 -10.7 -1.3% 820.0
Range 5.3 0.0 -5.3 -100.0% 27.0
ATR
Volume 4 1 -3 -75.0% 16
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 800.0 800.3 800.3
R3 800.0 800.3 800.3
R2 800.0 800.0 800.3
R1 800.3 800.3 800.3 800.3
PP 800.0 800.0 800.0 800.0
S1 800.3 800.3 800.3 800.3
S2 800.0 800.0 800.3
S3 800.0 800.3 800.3
S4 800.0 800.3 800.3
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
5 825.1 800.0 25.1 3.1% 4.5 0.6% 1% False True 9
10 825.1 793.0 32.1 4.0% 4.0 0.5% 23% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 800.0
2.618 800.0
1.618 800.0
1.000 800.0
0.618 800.0
HIGH 800.0
0.618 800.0
0.500 800.0
0.382 800.0
LOW 800.0
0.618 800.0
1.000 800.0
1.618 800.0
2.618 800.0
4.250 800.0
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 800.3 804.0
PP 800.0 802.8
S1 800.0 801.5

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

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