ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	757.1	777.4	20.3	2.7%	722.1
High	766.8	781.1	14.3	1.9%	772.5
Low	748.6	744.2	-4.4	-0.6%	722.1
Close	766.4	745.2	-21.2	-2.8%	766.4
Range	18.2	36.9	18.7	102.7%	50.4
ATR	13.0	14.7	1.7	13.1%	0.0
Volume	172,469	226,488	54,019	31.3%	263,315

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	867.5	843.3	765.5
R3	830.8	806.3	755.3
R2	793.8	793.8	752.0
R1	769.5	769.5	748.5	763.3
PP	756.8	756.8	756.8	753.8
S1	732.5	732.5	741.8	726.3
S2	720.0	720.0	738.5
S3	683.0	695.8	735.0
S4	646.3	658.8	725.0

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	904.8	886.0	794.0
R3	854.5	835.8	780.3
R2	804.0	804.0	775.8
R1	785.3	785.3	771.0	794.8
PP	753.8	753.8	753.8	758.5
S1	734.8	734.8	761.8	744.3
S2	703.3	703.3	757.3
S3	652.8	684.5	752.5
S4	602.5	634.0	738.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	781.1	725.5	55.6	7.5%	21.3	2.9%	35%	True	False	97,908
10	781.1	722.1	59.0	7.9%	18.3	2.4%	39%	True	False	49,028
20	781.1	722.1	59.0	7.9%	13.5	1.8%	39%	True	False	24,541

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	3.9
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	938.0
2.618	877.8
1.618	840.8
1.000	818.0
0.618	804.0
HIGH	781.0
0.618	767.0
0.500	762.8
0.382	758.3
LOW	744.3
0.618	721.5
1.000	707.3
1.618	684.5
2.618	647.5
4.250	587.5

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	762.8	762.8
PP	756.8	756.8
S1	751.0	751.0

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