ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 745.8 758.7 12.9 1.7% 722.1
High 760.8 761.9 1.1 0.1% 772.5
Low 742.7 744.9 2.2 0.3% 722.1
Close 760.0 748.8 -11.2 -1.5% 766.4
Range 18.1 17.0 -1.1 -6.1% 50.4
ATR 15.0 15.1 0.1 1.0% 0.0
Volume 278,340 204,389 -73,951 -26.6% 263,315
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 802.8 792.8 758.3
R3 785.8 775.8 753.5
R2 768.8 768.8 752.0
R1 758.8 758.8 750.3 755.3
PP 751.8 751.8 751.8 750.0
S1 741.8 741.8 747.3 738.3
S2 734.8 734.8 745.8
S3 717.8 724.8 744.0
S4 700.8 707.8 739.5
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
5 781.1 742.7 38.4 5.1% 21.5 2.9% 16% False False 188,864
10 781.1 722.1 59.0 7.9% 18.8 2.5% 45% False False 97,298
20 781.1 722.1 59.0 7.9% 14.8 2.0% 45% False False 48,672
40 825.1 722.1 103.0 13.8% 9.5 1.3% 26% False False 24,341
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 False
Bull Hook False
Stretch 3.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 834.3
2.618 806.5
1.618 789.5
1.000 779.0
0.618 772.5
HIGH 762.0
0.618 755.5
0.500 753.5
0.382 751.5
LOW 745.0
0.618 734.5
1.000 728.0
1.618 717.5
2.618 700.5
4.250 672.8
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 753.5 762.0
PP 751.8 757.5
S1 750.3 753.3

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

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