ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 812.3 826.4 14.1 1.7% 796.0
High 828.6 828.5 -0.1 0.0% 817.8
Low 811.7 816.1 4.4 0.5% 780.0
Close 827.1 819.2 -7.9 -1.0% 814.4
Range 16.9 12.4 -4.5 -26.6% 37.8
ATR 12.0 12.1 0.0 0.2% 0.0
Volume 204,254 187,052 -17,202 -8.4% 300,178
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 858.5 851.3 826.0
R3 846.0 838.8 822.5
R2 833.8 833.8 821.5
R1 826.5 826.5 820.3 823.8
PP 821.3 821.3 821.3 820.0
S1 814.0 814.0 818.0 811.5
S2 808.8 808.8 817.0
S3 796.5 801.8 815.8
S4 784.0 789.3 812.5
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
5 828.6 789.4 39.2 4.8% 14.3 1.7% 76% False False 167,265
10 828.6 780.0 48.6 5.9% 14.5 1.8% 81% False False 86,708
20 830.2 780.0 50.2 6.1% 12.3 1.5% 78% False False 43,391
40 830.2 769.2 61.0 7.4% 9.0 1.1% 82% False False 21,708
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 1.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 881.3
2.618 861.0
1.618 848.5
1.000 841.0
0.618 836.3
HIGH 828.5
0.618 823.8
0.500 822.3
0.382 820.8
LOW 816.0
0.618 808.5
1.000 803.8
1.618 796.0
2.618 783.8
4.250 763.5
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 822.3 818.8
PP 821.3 818.3
S1 820.3 817.5

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

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