ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 779.0 763.0 -16.0 -2.1% 771.0
High 782.5 772.7 -9.8 -1.3% 786.2
Low 759.9 761.3 1.4 0.2% 758.7
Close 761.0 769.0 8.0 1.1% 769.0
Range 22.6 11.4 -11.2 -49.6% 27.5
ATR 15.7 15.4 -0.3 -1.8% 0.0
Volume 158,699 120,860 -37,839 -23.8% 688,148
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 801.8 796.8 775.3
R3 790.5 785.5 772.3
R2 779.0 779.0 771.0
R1 774.0 774.0 770.0 776.5
PP 767.8 767.8 767.8 769.0
S1 762.8 762.8 768.0 765.3
S2 756.3 756.3 767.0
S3 744.8 751.3 765.8
S4 733.5 739.8 762.8
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 853.8 839.0 784.0
R3 826.3 811.5 776.5
R2 798.8 798.8 774.0
R1 784.0 784.0 771.5 777.5
PP 771.3 771.3 771.3 768.3
S1 756.5 756.5 766.5 750.0
S2 743.8 743.8 764.0
S3 716.3 729.0 761.5
S4 688.8 701.5 754.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 786.2 758.7 27.5 3.6% 16.5 2.1% 37% False False 137,629
10 786.2 742.7 43.5 5.7% 18.3 2.4% 60% False False 170,590
20 786.2 722.1 64.1 8.3% 16.5 2.1% 73% False False 98,485
40 825.1 722.1 103.0 13.4% 11.5 1.5% 46% False False 49,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 821.3
2.618 802.5
1.618 791.3
1.000 784.0
0.618 779.8
HIGH 772.8
0.618 768.3
0.500 767.0
0.382 765.8
LOW 761.3
0.618 754.3
1.000 750.0
1.618 742.8
2.618 731.5
4.250 712.8
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 768.3 773.0
PP 767.8 771.8
S1 767.0 770.3

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

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