ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 784.2 774.5 -9.7 -1.2% 787.0
High 784.2 775.1 -9.1 -1.2% 789.3
Low 777.8 774.5 -3.3 -0.4% 776.1
Close 771.4 771.9 0.5 0.1% 784.2
Range 6.4 0.6 -5.8 -90.6% 13.2
ATR 7.9 7.6 -0.3 -3.8% 0.0
Volume 3 8 5 166.7% 14
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 775.8 774.3 772.3
R3 775.0 773.8 772.0
R2 774.5 774.5 772.0
R1 773.3 773.3 772.0 773.5
PP 773.8 773.8 773.8 774.0
S1 772.5 772.5 771.8 773.0
S2 773.3 773.3 771.8
S3 772.8 772.0 771.8
S4 772.0 771.3 771.5
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 822.8 816.8 791.5
R3 809.5 803.5 787.8
R2 796.5 796.5 786.5
R1 790.3 790.3 785.5 786.8
PP 783.3 783.3 783.3 781.5
S1 777.0 777.0 783.0 773.5
S2 770.0 770.0 781.8
S3 756.8 764.0 780.5
S4 743.5 750.8 777.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 788.4 774.5 13.9 1.8% 4.0 0.5% -19% False True 4
10 806.0 774.5 31.5 4.1% 2.8 0.4% -8% False True 3
20 825.1 774.5 50.6 6.6% 3.5 0.5% -5% False True 5
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 True
Bull Hook False
Stretch 0.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 777.8
2.618 776.8
1.618 776.0
1.000 775.8
0.618 775.5
HIGH 775.0
0.618 774.8
0.500 774.8
0.382 774.8
LOW 774.5
0.618 774.3
1.000 774.0
1.618 773.5
2.618 773.0
4.250 772.0
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 774.8 780.3
PP 773.8 777.5
S1 772.8 774.8

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

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