ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 806.8 791.5 -15.3 -1.9% 799.2
High 808.9 801.0 -7.9 -1.0% 809.3
Low 792.3 787.6 -4.7 -0.6% 780.0
Close 793.2 795.1 1.9 0.2% 793.2
Range 16.6 13.4 -3.2 -19.3% 29.3
ATR 14.5 14.4 -0.1 -0.5% 0.0
Volume 139,560 147,084 7,524 5.4% 746,491
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 834.8 828.3 802.5
R3 821.3 815.0 798.8
R2 808.0 808.0 797.5
R1 801.5 801.5 796.3 804.8
PP 794.5 794.5 794.5 796.3
S1 788.3 788.3 793.8 791.3
S2 781.3 781.3 792.8
S3 767.8 774.8 791.5
S4 754.3 761.3 787.8
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% 16.3 2.0% 52% False False 157,038
10 839.2 780.0 59.2 7.4% 14.3 1.8% 26% False False 144,845
20 850.6 780.0 70.6 8.9% 14.8 1.8% 21% False False 134,305
40 850.6 780.0 70.6 8.9% 13.3 1.7% 21% False False 95,574
60 850.6 769.2 81.4 10.2% 11.0 1.4% 32% False False 63,724
80 850.6 734.0 116.6 14.7% 8.8 1.1% 52% False False 47,802
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 True
Bull Hook False
Stretch 2.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 858.0
2.618 836.0
1.618 822.8
1.000 814.5
0.618 809.3
HIGH 801.0
0.618 796.0
0.500 794.3
0.382 792.8
LOW 787.5
0.618 779.3
1.000 774.3
1.618 766.0
2.618 752.5
4.250 730.8
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 794.8 798.5
PP 794.5 797.3
S1 794.3 796.3

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

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