ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 810.0 816.0 6.0 0.7% 822.9
High 811.1 819.9 8.8 1.1% 826.1
Low 807.6 811.6 4.0 0.5% 807.6
Close 809.6 818.9 9.3 1.1% 809.6
Range 3.5 8.3 4.8 137.1% 18.5
ATR 7.5 7.7 0.2 2.7% 0.0
Volume 5 129 124 2,480.0% 111
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 841.8 838.5 823.5
R3 833.5 830.3 821.3
R2 825.0 825.0 820.5
R1 822.0 822.0 819.8 823.5
PP 816.8 816.8 816.8 817.5
S1 813.8 813.8 818.3 815.3
S2 808.5 808.5 817.5
S3 800.3 805.5 816.5
S4 792.0 797.0 814.3
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 870.0 858.3 819.8
R3 851.5 839.8 814.8
R2 833.0 833.0 813.0
R1 821.3 821.3 811.3 817.8
PP 814.5 814.5 814.5 812.8
S1 802.8 802.8 808.0 799.3
S2 796.0 796.0 806.3
S3 777.5 784.3 804.5
S4 759.0 765.8 799.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 826.1 807.6 18.5 2.3% 7.0 0.9% 61% False False 42
10 827.1 783.4 43.7 5.3% 6.3 0.8% 81% False False 27
20 827.1 763.2 63.9 7.8% 5.0 0.6% 87% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 855.3
2.618 841.8
1.618 833.3
1.000 828.3
0.618 825.0
HIGH 820.0
0.618 816.8
0.500 815.8
0.382 814.8
LOW 811.5
0.618 806.5
1.000 803.3
1.618 798.3
2.618 789.8
4.250 776.3
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 817.8 818.3
PP 816.8 817.5
S1 815.8 816.8

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

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