ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 774.5 769.0 -5.5 -0.7% 787.0
High 775.1 778.7 3.6 0.5% 789.3
Low 774.5 769.0 -5.5 -0.7% 776.1
Close 771.9 765.4 -6.5 -0.8% 784.2
Range 0.6 9.7 9.1 1,516.7% 13.2
ATR 7.6 7.7 0.2 2.0% 0.0
Volume 8 103 95 1,187.5% 14
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 800.3 792.5 770.8
R3 790.5 782.8 768.0
R2 780.8 780.8 767.3
R1 773.0 773.0 766.3 772.0
PP 771.0 771.0 771.0 770.5
S1 763.3 763.3 764.5 762.3
S2 761.3 761.3 763.5
S3 751.8 753.8 762.8
S4 742.0 744.0 760.0
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
5 788.4 769.0 19.4 2.5% 4.3 0.5% -19% False True 24
10 800.0 769.0 31.0 4.1% 3.3 0.4% -12% False True 13
20 825.1 769.0 56.1 7.3% 4.0 0.5% -6% False True 10
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 0.2
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 820.0
2.618 804.0
1.618 794.5
1.000 788.5
0.618 784.8
HIGH 778.8
0.618 775.0
0.500 773.8
0.382 772.8
LOW 769.0
0.618 763.0
1.000 759.3
1.618 753.3
2.618 743.5
4.250 727.8
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 773.8 776.5
PP 771.0 772.8
S1 768.3 769.3

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

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