ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 809.5 825.0 15.5 1.9% 830.2
High 824.2 825.0 0.8 0.1% 830.2
Low 809.5 818.4 8.9 1.1% 808.2
Close 821.6 820.2 -1.4 -0.2% 821.8
Range 14.7 6.6 -8.1 -55.1% 22.0
ATR 8.7 8.6 -0.2 -1.7% 0.0
Volume 26 39 13 50.0% 615
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 841.0 837.3 823.8
R3 834.5 830.5 822.0
R2 827.8 827.8 821.5
R1 824.0 824.0 820.8 822.5
PP 821.3 821.3 821.3 820.5
S1 817.5 817.5 819.5 816.0
S2 814.5 814.5 819.0
S3 808.0 810.8 818.5
S4 801.5 804.3 816.5
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 886.0 876.0 834.0
R3 864.0 854.0 827.8
R2 842.0 842.0 825.8
R1 832.0 832.0 823.8 826.0
PP 820.0 820.0 820.0 817.0
S1 810.0 810.0 819.8 804.0
S2 798.0 798.0 817.8
S3 776.0 788.0 815.8
S4 754.0 766.0 809.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.0 808.2 18.8 2.3% 7.5 0.9% 64% False False 123
10 830.2 805.0 25.2 3.1% 9.3 1.1% 60% False False 76
20 830.2 793.6 36.6 4.5% 8.0 1.0% 73% False False 51
40 830.2 737.9 92.3 11.3% 5.5 0.7% 89% False False 46
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 853.0
2.618 842.3
1.618 835.8
1.000 831.5
0.618 829.0
HIGH 825.0
0.618 822.5
0.500 821.8
0.382 821.0
LOW 818.5
0.618 814.3
1.000 811.8
1.618 807.8
2.618 801.0
4.250 790.3
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 821.8 819.5
PP 821.3 819.0
S1 820.8 818.3

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

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