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

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

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