ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 806.0 799.1 -6.9 -0.9% 799.2
High 807.7 808.9 1.2 0.1% 809.3
Low 797.1 791.2 -5.9 -0.7% 780.0
Close 798.3 796.0 -2.3 -0.3% 793.2
Range 10.6 17.7 7.1 67.0% 29.3
ATR 14.7 14.9 0.2 1.5% 0.0
Volume 127,010 198,336 71,326 56.2% 746,491
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 851.8 841.5 805.8
R3 834.0 824.0 800.8
R2 816.5 816.5 799.3
R1 806.3 806.3 797.5 802.5
PP 798.8 798.8 798.8 796.8
S1 788.5 788.5 794.5 784.8
S2 781.0 781.0 792.8
S3 763.3 770.8 791.3
S4 745.5 753.0 786.3
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% 31% False False 148,935
10 819.2 780.0 39.2 4.9% 15.0 1.9% 41% False False 146,159
20 850.6 780.0 70.6 8.9% 15.3 1.9% 23% False False 138,532
40 850.6 780.0 70.6 8.9% 14.0 1.8% 23% False False 107,010
60 850.6 780.0 70.6 8.9% 11.5 1.5% 23% False False 71,357
80 850.6 734.0 116.6 14.6% 9.5 1.2% 53% False False 53,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 884.0
2.618 855.3
1.618 837.5
1.000 826.5
0.618 819.8
HIGH 809.0
0.618 802.3
0.500 800.0
0.382 798.0
LOW 791.3
0.618 780.3
1.000 773.5
1.618 762.5
2.618 744.8
4.250 716.0
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 800.0 803.0
PP 798.8 800.8
S1 797.3 798.3

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

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