ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 833.5 825.9 -7.6 -0.9% 813.3
High 833.9 831.4 -2.5 -0.3% 829.3
Low 822.0 822.6 0.6 0.1% 806.6
Close 825.7 824.7 -1.0 -0.1% 826.7
Range 11.9 8.8 -3.1 -26.1% 22.7
ATR 12.1 11.9 -0.2 -2.0% 0.0
Volume 122,013 114,254 -7,759 -6.4% 834,669
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 852.8 847.5 829.5
R3 843.8 838.8 827.0
R2 835.0 835.0 826.3
R1 829.8 829.8 825.5 828.0
PP 826.3 826.3 826.3 825.3
S1 821.0 821.0 824.0 819.3
S2 817.5 817.5 823.0
S3 808.8 812.3 822.3
S4 799.8 803.5 819.8
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
5 840.5 816.5 24.0 2.9% 11.5 1.4% 34% False False 128,508
10 840.5 789.4 51.1 6.2% 12.8 1.6% 69% False False 147,887
20 840.5 780.0 60.5 7.3% 12.8 1.6% 74% False False 75,488
40 840.5 780.0 60.5 7.3% 9.8 1.2% 74% False False 37,770
60 840.5 734.0 106.5 12.9% 7.5 0.9% 85% False False 25,192
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 2.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 868.8
2.618 854.5
1.618 845.8
1.000 840.3
0.618 836.8
HIGH 831.5
0.618 828.0
0.500 827.0
0.382 826.0
LOW 822.5
0.618 817.3
1.000 813.8
1.618 808.3
2.618 799.5
4.250 785.3
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 827.0 831.3
PP 826.3 829.0
S1 825.5 826.8

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

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