ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 800.2 813.3 13.1 1.6% 796.0
High 817.8 815.4 -2.4 -0.3% 817.8
Low 798.3 806.6 8.3 1.0% 780.0
Close 814.4 811.6 -2.8 -0.3% 814.4
Range 19.5 8.8 -10.7 -54.9% 37.8
ATR 11.9 11.7 -0.2 -1.9% 0.0
Volume 148,979 174,313 25,334 17.0% 300,178
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 837.5 833.5 816.5
R3 828.8 824.5 814.0
R2 820.0 820.0 813.3
R1 815.8 815.8 812.5 813.5
PP 811.3 811.3 811.3 810.0
S1 807.0 807.0 810.8 804.8
S2 802.5 802.5 810.0
S3 793.5 798.3 809.3
S4 784.8 789.5 806.8
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 917.5 903.8 835.3
R3 879.8 866.0 824.8
R2 841.8 841.8 821.3
R1 828.3 828.3 817.8 835.0
PP 804.0 804.0 804.0 807.5
S1 790.3 790.3 811.0 797.3
S2 766.3 766.3 807.5
S3 728.5 752.5 804.0
S4 690.8 714.8 793.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 817.8 780.0 37.8 4.7% 14.3 1.7% 84% False False 94,403
10 825.0 780.0 45.0 5.5% 14.3 1.8% 70% False False 47,586
20 830.2 780.0 50.2 6.2% 11.8 1.5% 63% False False 23,829
40 830.2 763.2 67.0 8.3% 8.5 1.0% 72% False False 11,926
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 852.8
2.618 838.5
1.618 829.8
1.000 824.3
0.618 820.8
HIGH 815.5
0.618 812.0
0.500 811.0
0.382 810.0
LOW 806.5
0.618 801.3
1.000 797.8
1.618 792.3
2.618 783.5
4.250 769.3
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 811.5 809.0
PP 811.3 806.3
S1 811.0 803.5

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

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