ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 825.9 826.3 0.4 0.0% 813.3
High 831.4 827.5 -3.9 -0.5% 829.3
Low 822.6 812.3 -10.3 -1.3% 806.6
Close 824.7 818.7 -6.0 -0.7% 826.7
Range 8.8 15.2 6.4 72.7% 22.7
ATR 11.9 12.1 0.2 2.0% 0.0
Volume 114,254 133,744 19,490 17.1% 834,669
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 865.0 857.0 827.0
R3 850.0 842.0 823.0
R2 834.8 834.8 821.5
R1 826.8 826.8 820.0 823.0
PP 819.5 819.5 819.5 817.8
S1 811.5 811.5 817.3 808.0
S2 804.3 804.3 816.0
S3 789.0 796.3 814.5
S4 774.0 781.0 810.3
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
5 840.5 812.3 28.2 3.4% 12.3 1.5% 23% False True 122,608
10 840.5 798.3 42.2 5.2% 13.0 1.6% 48% False False 149,088
20 840.5 780.0 60.5 7.4% 13.0 1.6% 64% False False 82,175
40 840.5 780.0 60.5 7.4% 10.0 1.2% 64% False False 41,112
60 840.5 737.9 102.6 12.5% 7.8 0.9% 79% False False 27,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 892.0
2.618 867.3
1.618 852.0
1.000 842.8
0.618 837.0
HIGH 827.5
0.618 821.8
0.500 820.0
0.382 818.0
LOW 812.3
0.618 803.0
1.000 797.0
1.618 787.8
2.618 772.5
4.250 747.8
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 820.0 823.0
PP 819.5 821.8
S1 819.0 820.3

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

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