ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 20-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 20-Feb-2012 Change Change % Previous Week
Open 822.0 830.2 8.2 1.0% 816.0
High 827.1 830.2 3.1 0.4% 827.1
Low 821.6 825.5 3.9 0.5% 805.0
Close 823.8 823.8 0.0 0.0% 823.8
Range 5.5 4.7 -0.8 -14.5% 22.1
ATR 8.8 8.6 -0.2 -1.9% 0.0
Volume 11 2 -9 -81.8% 217
Daily Pivots for day following 20-Feb-2012
Classic Woodie Camarilla DeMark
R4 840.5 837.0 826.5
R3 836.0 832.3 825.0
R2 831.3 831.3 824.8
R1 827.5 827.5 824.3 827.0
PP 826.5 826.5 826.5 826.3
S1 822.8 822.8 823.3 822.3
S2 821.8 821.8 823.0
S3 817.0 818.0 822.5
S4 812.5 813.5 821.3
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 885.0 876.5 836.0
R3 862.8 854.3 830.0
R2 840.8 840.8 827.8
R1 832.3 832.3 825.8 836.5
PP 818.8 818.8 818.8 820.8
S1 810.3 810.3 821.8 814.5
S2 796.5 796.5 819.8
S3 774.5 788.0 817.8
S4 752.3 766.0 811.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 830.2 805.0 25.2 3.1% 10.5 1.3% 75% True False 18
10 830.2 805.0 25.2 3.1% 8.8 1.1% 75% True False 30
20 830.2 769.2 61.0 7.4% 6.8 0.8% 90% True False 24
40 830.2 734.0 96.2 11.7% 4.5 0.5% 93% True False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 1.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 850.3
2.618 842.5
1.618 837.8
1.000 835.0
0.618 833.0
HIGH 830.3
0.618 828.5
0.500 827.8
0.382 827.3
LOW 825.5
0.618 822.5
1.000 820.8
1.618 818.0
2.618 813.3
4.250 805.5
Fisher Pivots for day following 20-Feb-2012
Pivot 1 day 3 day
R1 827.8 821.8
PP 826.5 819.8
S1 825.3 817.5

Download as Excel Spreadsheet

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

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