ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 758.7 771.0 12.3 1.6% 777.4
High 768.8 776.0 7.2 0.9% 781.1
Low 756.4 758.7 2.3 0.3% 742.7
Close 766.9 769.0 2.1 0.3% 766.9
Range 12.4 17.3 4.9 39.5% 38.4
ATR 14.9 15.1 0.2 1.1% 0.0
Volume 128,904 127,679 -1,225 -1.0% 1,017,758
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 819.8 811.8 778.5
R3 802.5 794.5 773.8
R2 785.3 785.3 772.3
R1 777.0 777.0 770.5 772.5
PP 768.0 768.0 768.0 765.5
S1 759.8 759.8 767.5 755.3
S2 750.5 750.5 765.8
S3 733.3 742.5 764.3
S4 716.0 725.3 759.5
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 878.8 861.3 788.0
R3 840.3 822.8 777.5
R2 802.0 802.0 774.0
R1 784.5 784.5 770.5 774.0
PP 763.5 763.5 763.5 758.3
S1 746.0 746.0 763.5 735.5
S2 725.3 725.3 759.8
S3 686.8 707.8 756.3
S4 648.3 669.3 745.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 776.0 742.7 33.3 4.3% 16.0 2.1% 79% True False 183,789
10 781.1 725.5 55.6 7.2% 18.8 2.4% 78% False False 140,849
20 781.1 722.1 59.0 7.7% 15.0 1.9% 79% False False 70,466
40 825.1 722.1 103.0 13.4% 10.3 1.3% 46% False False 35,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 849.5
2.618 821.3
1.618 804.0
1.000 793.3
0.618 786.8
HIGH 776.0
0.618 769.5
0.500 767.3
0.382 765.3
LOW 758.8
0.618 748.0
1.000 741.5
1.618 730.8
2.618 713.5
4.250 685.3
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 768.5 766.3
PP 768.0 763.3
S1 767.3 760.5

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

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