ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	758.0	761.6	3.6	0.5%	771.0
High	764.9	774.0	9.1	1.2%	786.2
Low	753.2	759.3	6.1	0.8%	758.7
Close	762.4	773.6	11.2	1.5%	769.0
Range	11.7	14.7	3.0	25.6%	27.5
ATR	15.0	15.0	0.0	-0.2%	0.0
Volume	112,639	105,726	-6,913	-6.1%	688,148

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	813.0	808.0	781.8
R3	798.3	793.3	777.8
R2	783.8	783.8	776.3
R1	778.8	778.8	775.0	781.3
PP	769.0	769.0	769.0	770.3
S1	764.0	764.0	772.3	766.5
S2	754.3	754.3	771.0
S3	739.5	749.3	769.5
S4	724.8	734.5	765.5

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	782.5	753.2	29.3	3.8%	15.0	1.9%	70%	False	False	122,931
10	786.2	745.1	41.1	5.3%	15.0	1.9%	69%	False	False	133,178
20	786.2	722.1	64.1	8.3%	17.0	2.2%	80%	False	False	115,238
40	800.0	722.1	77.9	10.1%	12.0	1.5%	66%	False	False	57,634

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	3.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	836.5
2.618	812.5
1.618	797.8
1.000	788.8
0.618	783.0
HIGH	774.0
0.618	768.5
0.500	766.8
0.382	765.0
LOW	759.3
0.618	750.3
1.000	744.5
1.618	735.5
2.618	720.8
4.250	696.8

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	771.3	770.3
PP	769.0	767.0
S1	766.8	763.5

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