ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 826.5 827.6 1.1 0.1% 813.3
High 829.3 840.5 11.2 1.4% 829.3
Low 822.8 821.8 -1.0 -0.1% 806.6
Close 826.7 833.2 6.5 0.8% 826.7
Range 6.5 18.7 12.2 187.7% 22.7
ATR 11.6 12.1 0.5 4.4% 0.0
Volume 105,804 137,225 31,421 29.7% 834,669
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 888.0 879.3 843.5
R3 869.3 860.5 838.3
R2 850.5 850.5 836.8
R1 841.8 841.8 835.0 846.3
PP 831.8 831.8 831.8 834.0
S1 823.3 823.3 831.5 827.5
S2 813.3 813.3 829.8
S3 794.5 804.5 828.0
S4 775.8 785.8 823.0
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 889.0 880.5 839.3
R3 866.3 857.8 833.0
R2 843.5 843.5 830.8
R1 835.3 835.3 828.8 839.3
PP 820.8 820.8 820.8 823.0
S1 812.5 812.5 824.5 816.8
S2 798.3 798.3 822.5
S3 775.5 789.8 820.5
S4 752.8 767.0 814.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 840.5 811.7 28.8 3.5% 13.3 1.6% 75% True False 159,516
10 840.5 780.0 60.5 7.3% 13.8 1.6% 88% True False 126,959
20 840.5 780.0 60.5 7.3% 12.5 1.5% 88% True False 63,704
40 840.5 769.2 71.3 8.6% 9.8 1.2% 90% True False 31,864
60 840.5 734.0 106.5 12.8% 7.3 0.9% 93% True False 21,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 920.0
2.618 889.5
1.618 870.8
1.000 859.3
0.618 852.0
HIGH 840.5
0.618 833.3
0.500 831.3
0.382 829.0
LOW 821.8
0.618 810.3
1.000 803.0
1.618 791.5
2.618 772.8
4.250 742.3
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 832.5 831.8
PP 831.8 830.0
S1 831.3 828.5

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

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