ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 801.5 785.7 -15.8 -2.0% 809.5
High 801.5 791.4 -10.1 -1.3% 825.0
Low 780.0 784.0 4.0 0.5% 794.5
Close 782.8 791.3 8.5 1.1% 797.2
Range 21.5 7.4 -14.1 -65.6% 30.5
ATR 11.3 11.1 -0.2 -1.7% 0.0
Volume 2,905 24,090 21,185 729.3% 1,395
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 811.0 808.5 795.3
R3 803.8 801.3 793.3
R2 796.3 796.3 792.8
R1 793.8 793.8 792.0 795.0
PP 789.0 789.0 789.0 789.5
S1 786.5 786.5 790.5 787.8
S2 781.5 781.5 790.0
S3 774.0 779.0 789.3
S4 766.8 771.5 787.3
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 897.0 877.8 814.0
R3 866.5 847.3 805.5
R2 836.0 836.0 802.8
R1 816.8 816.8 800.0 811.0
PP 805.5 805.5 805.5 802.8
S1 786.3 786.3 794.5 780.5
S2 775.0 775.0 791.5
S3 744.5 755.8 788.8
S4 714.0 725.3 780.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 818.9 780.0 38.9 4.9% 14.8 1.9% 29% False False 6,151
10 827.0 780.0 47.0 5.9% 12.8 1.6% 24% False False 3,090
20 830.2 780.0 50.2 6.3% 10.8 1.4% 23% False False 1,585
40 830.2 758.0 72.2 9.1% 7.5 1.0% 46% False False 813
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 822.8
2.618 810.8
1.618 803.3
1.000 798.8
0.618 796.0
HIGH 791.5
0.618 788.5
0.500 787.8
0.382 786.8
LOW 784.0
0.618 779.5
1.000 776.5
1.618 772.0
2.618 764.8
4.250 752.5
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 790.0 791.0
PP 789.0 791.0
S1 787.8 790.8

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

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