ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	28-May-2012	29-May-2012	Change	Change %	Previous Week
Open	762.4	760.0	-2.4	-0.3%	746.8
High	765.0	773.8	8.8	1.2%	763.8
Low	762.4	760.0	-2.4	-0.3%	742.5
Close	760.9	773.1	12.2	1.6%	760.9
Range	2.6	13.8	11.2	430.8%	21.3
ATR	8.6	9.0	0.4	4.3%	0.0
Volume	3	12	9	300.0%	100

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	810.3	805.5	780.8
R3	796.5	791.8	777.0
R2	782.8	782.8	775.8
R1	778.0	778.0	774.3	780.3
PP	769.0	769.0	769.0	770.3
S1	764.3	764.3	771.8	766.5
S2	755.3	755.3	770.5
S3	741.3	750.3	769.3
S4	727.5	736.5	765.5

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	819.8	811.5	772.5
R3	798.3	790.3	766.8
R2	777.0	777.0	764.8
R1	769.0	769.0	762.8	773.0
PP	755.8	755.8	755.8	757.8
S1	747.8	747.8	759.0	751.8
S2	734.5	734.5	757.0
S3	713.3	726.3	755.0
S4	691.8	705.0	749.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	773.8	743.6	30.2	3.9%	9.0	1.2%	98%	True	False	21
10	778.7	740.0	38.7	5.0%	10.3	1.3%	86%	False	False	55
20	806.0	740.0	66.0	8.5%	6.5	0.8%	50%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	832.5
2.618	810.0
1.618	796.3
1.000	787.5
0.618	782.3
HIGH	773.8
0.618	768.5
0.500	767.0
0.382	765.3
LOW	760.0
0.618	751.5
1.000	746.3
1.618	737.8
2.618	723.8
4.250	701.3

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	771.0	771.0
PP	769.0	769.0
S1	767.0	767.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols