ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 799.4 788.8 -10.6 -1.3% 791.5
High 800.9 802.7 1.8 0.2% 814.7
Low 781.7 787.1 5.4 0.7% 787.6
Close 788.8 796.8 8.0 1.0% 801.3
Range 19.2 15.6 -3.6 -18.8% 27.1
ATR 15.2 15.2 0.0 0.2% 0.0
Volume 151,021 110,012 -41,009 -27.2% 726,374
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 842.3 835.3 805.5
R3 826.8 819.5 801.0
R2 811.3 811.3 799.8
R1 804.0 804.0 798.3 807.5
PP 795.5 795.5 795.5 797.3
S1 788.3 788.3 795.3 792.0
S2 780.0 780.0 794.0
S3 764.3 772.8 792.5
S4 748.8 757.3 788.3
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
5 808.9 781.7 27.2 3.4% 15.5 1.9% 56% False False 141,527
10 814.7 781.7 33.0 4.1% 15.8 2.0% 46% False False 141,246
20 850.6 780.0 70.6 8.9% 15.3 1.9% 24% False False 139,241
40 850.6 780.0 70.6 8.9% 14.5 1.8% 24% False False 116,566
60 850.6 780.0 70.6 8.9% 12.3 1.5% 24% False False 77,727
80 850.6 737.9 112.7 14.1% 10.0 1.3% 52% False False 58,306
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 False
Bull Hook False
Stretch 3.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 869.0
2.618 843.5
1.618 828.0
1.000 818.3
0.618 812.3
HIGH 802.8
0.618 796.8
0.500 795.0
0.382 793.0
LOW 787.0
0.618 777.5
1.000 771.5
1.618 761.8
2.618 746.3
4.250 720.8
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 796.3 796.3
PP 795.5 795.8
S1 795.0 795.3

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

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