ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 794.2 806.8 12.6 1.6% 799.2
High 809.3 808.9 -0.4 0.0% 809.3
Low 791.6 792.3 0.7 0.1% 780.0
Close 808.8 793.2 -15.6 -1.9% 793.2
Range 17.7 16.6 -1.1 -6.2% 29.3
ATR 14.3 14.5 0.2 1.2% 0.0
Volume 142,706 139,560 -3,146 -2.2% 746,491
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 848.0 837.3 802.3
R3 831.3 820.5 797.8
R2 814.8 814.8 796.3
R1 804.0 804.0 794.8 801.0
PP 798.3 798.3 798.3 796.8
S1 787.3 787.3 791.8 784.5
S2 781.5 781.5 790.3
S3 765.0 770.8 788.8
S4 748.3 754.3 784.0
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 882.0 867.0 809.3
R3 852.8 837.8 801.3
R2 823.5 823.5 798.5
R1 808.3 808.3 796.0 801.3
PP 794.3 794.3 794.3 790.5
S1 779.0 779.0 790.5 772.0
S2 764.8 764.8 787.8
S3 735.5 749.8 785.3
S4 706.3 720.5 777.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.3 780.0 29.3 3.7% 15.0 1.9% 45% False False 149,298
10 839.2 780.0 59.2 7.5% 14.0 1.8% 22% False False 143,442
20 850.6 780.0 70.6 8.9% 14.3 1.8% 19% False False 132,241
40 850.6 780.0 70.6 8.9% 13.0 1.6% 19% False False 91,897
60 850.6 769.2 81.4 10.3% 10.8 1.4% 29% False False 61,273
80 850.6 722.2 128.4 16.2% 8.8 1.1% 55% False False 45,967
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 3.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 879.5
2.618 852.3
1.618 835.8
1.000 825.5
0.618 819.3
HIGH 809.0
0.618 802.5
0.500 800.5
0.382 798.8
LOW 792.3
0.618 782.0
1.000 775.8
1.618 765.5
2.618 748.8
4.250 721.8
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 800.5 796.5
PP 798.3 795.5
S1 795.8 794.3

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

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