ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 795.0 806.0 11.0 1.4% 799.2
High 814.7 807.7 -7.0 -0.9% 809.3
Low 791.5 797.1 5.6 0.7% 780.0
Close 805.9 798.3 -7.6 -0.9% 793.2
Range 23.2 10.6 -12.6 -54.3% 29.3
ATR 15.0 14.7 -0.3 -2.1% 0.0
Volume 132,686 127,010 -5,676 -4.3% 746,491
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 832.8 826.3 804.3
R3 822.3 815.5 801.3
R2 811.8 811.8 800.3
R1 805.0 805.0 799.3 803.0
PP 801.0 801.0 801.0 800.0
S1 794.3 794.3 797.3 792.5
S2 790.5 790.5 796.3
S3 779.8 783.8 795.5
S4 769.3 773.3 792.5
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
5 814.7 787.6 27.1 3.4% 16.3 2.0% 39% False False 137,809
10 830.7 780.0 50.7 6.4% 15.0 1.9% 36% False False 143,876
20 850.6 780.0 70.6 8.8% 14.8 1.9% 26% False False 134,328
40 850.6 780.0 70.6 8.8% 13.8 1.7% 26% False False 102,064
60 850.6 779.0 71.6 9.0% 11.5 1.4% 27% False False 68,052
80 850.6 734.0 116.6 14.6% 9.3 1.2% 55% False False 51,048
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 852.8
2.618 835.5
1.618 824.8
1.000 818.3
0.618 814.3
HIGH 807.8
0.618 803.8
0.500 802.5
0.382 801.3
LOW 797.0
0.618 790.5
1.000 786.5
1.618 780.0
2.618 769.3
4.250 752.0
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 802.5 801.3
PP 801.0 800.3
S1 799.8 799.3

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

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