ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 831.0 837.2 6.2 0.7% 831.0
High 838.0 839.2 1.2 0.1% 850.6
Low 822.5 828.1 5.6 0.7% 819.0
Close 837.7 831.2 -6.5 -0.8% 827.7
Range 15.5 11.1 -4.4 -28.4% 31.6
ATR 13.6 13.4 -0.2 -1.3% 0.0
Volume 129,952 139,428 9,476 7.3% 620,806
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 866.3 859.8 837.3
R3 855.0 848.8 834.3
R2 844.0 844.0 833.3
R1 837.5 837.5 832.3 835.3
PP 832.8 832.8 832.8 831.8
S1 826.5 826.5 830.3 824.0
S2 821.8 821.8 829.3
S3 810.8 815.3 828.3
S4 799.5 804.3 825.0
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 927.3 909.0 845.0
R3 895.8 877.5 836.5
R2 864.0 864.0 833.5
R1 845.8 845.8 830.5 839.3
PP 832.5 832.5 832.5 829.0
S1 814.3 814.3 824.8 807.5
S2 800.8 800.8 822.0
S3 769.3 782.8 819.0
S4 737.8 751.0 810.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 843.0 819.0 24.0 2.9% 14.5 1.7% 51% False False 133,864
10 850.6 811.2 39.4 4.7% 14.8 1.8% 51% False False 124,779
20 850.6 784.0 66.6 8.0% 13.8 1.6% 71% False False 131,825
40 850.6 780.0 70.6 8.5% 12.3 1.5% 73% False False 66,104
60 850.6 758.0 92.6 11.1% 9.5 1.1% 79% False False 44,082
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 886.5
2.618 868.3
1.618 857.3
1.000 850.3
0.618 846.0
HIGH 839.3
0.618 835.0
0.500 833.8
0.382 832.3
LOW 828.0
0.618 821.3
1.000 817.0
1.618 810.3
2.618 799.0
4.250 781.0
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 833.8 831.0
PP 832.8 831.0
S1 832.0 830.8

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

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