ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 837.6 831.2 -6.4 -0.8% 827.6
High 843.0 835.2 -7.8 -0.9% 840.5
Low 825.0 819.0 -6.0 -0.7% 811.2
Close 830.7 830.6 -0.1 0.0% 828.4
Range 18.0 16.2 -1.8 -10.0% 29.3
ATR 13.4 13.6 0.2 1.5% 0.0
Volume 135,173 131,718 -3,455 -2.6% 616,847
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 876.8 870.0 839.5
R3 860.8 853.8 835.0
R2 844.5 844.5 833.5
R1 837.5 837.5 832.0 833.0
PP 828.3 828.3 828.3 826.0
S1 821.3 821.3 829.0 816.8
S2 812.0 812.0 827.8
S3 795.8 805.3 826.3
S4 779.8 789.0 821.8
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 914.5 900.8 844.5
R3 885.3 871.5 836.5
R2 856.0 856.0 833.8
R1 842.3 842.3 831.0 849.0
PP 826.8 826.8 826.8 830.3
S1 813.0 813.0 825.8 819.8
S2 797.5 797.5 823.0
S3 768.0 783.5 820.3
S4 738.8 754.3 812.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 850.6 811.2 39.4 4.7% 16.8 2.0% 49% False False 119,472
10 850.6 811.2 39.4 4.7% 14.5 1.7% 49% False False 121,040
20 850.6 780.0 70.6 8.5% 14.3 1.7% 72% False False 112,004
40 850.6 780.0 70.6 8.5% 11.8 1.4% 72% False False 56,044
60 850.6 737.9 112.7 13.6% 9.0 1.1% 82% False False 37,376
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 904.0
2.618 877.5
1.618 861.5
1.000 851.5
0.618 845.3
HIGH 835.3
0.618 829.0
0.500 827.0
0.382 825.3
LOW 819.0
0.618 809.0
1.000 802.8
1.618 792.8
2.618 776.5
4.250 750.3
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 829.5 834.8
PP 828.3 833.5
S1 827.0 832.0

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

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