ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 797.8 799.4 1.6 0.2% 791.5
High 808.7 800.9 -7.8 -1.0% 814.7
Low 794.6 781.7 -12.9 -1.6% 787.6
Close 801.3 788.8 -12.5 -1.6% 801.3
Range 14.1 19.2 5.1 36.2% 27.1
ATR 14.9 15.2 0.3 2.3% 0.0
Volume 121,258 151,021 29,763 24.5% 726,374
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 848.0 837.8 799.3
R3 828.8 818.5 794.0
R2 809.8 809.8 792.3
R1 799.3 799.3 790.5 794.8
PP 790.5 790.5 790.5 788.3
S1 780.0 780.0 787.0 775.8
S2 771.3 771.3 785.3
S3 752.0 760.8 783.5
S4 732.8 741.8 778.3
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 882.5 869.0 816.3
R3 855.5 842.0 808.8
R2 828.3 828.3 806.3
R1 814.8 814.8 803.8 821.5
PP 801.3 801.3 801.3 804.5
S1 787.8 787.8 798.8 794.5
S2 774.0 774.0 796.3
S3 747.0 760.5 793.8
S4 720.0 733.5 786.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.7 781.7 33.0 4.2% 17.0 2.2% 22% False True 146,062
10 814.7 780.0 34.7 4.4% 16.5 2.1% 25% False False 151,550
20 850.6 780.0 70.6 9.0% 15.3 1.9% 12% False False 139,978
40 850.6 780.0 70.6 9.0% 14.5 1.8% 12% False False 113,816
60 850.6 780.0 70.6 9.0% 12.0 1.5% 12% False False 75,893
80 850.6 737.9 112.7 14.3% 9.8 1.2% 45% False False 56,931
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 882.5
2.618 851.3
1.618 832.0
1.000 820.0
0.618 812.8
HIGH 801.0
0.618 793.5
0.500 791.3
0.382 789.0
LOW 781.8
0.618 769.8
1.000 762.5
1.618 750.8
2.618 731.5
4.250 700.0
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 791.3 795.3
PP 790.5 793.3
S1 789.8 791.0

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

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