ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 788.8 802.2 13.4 1.7% 791.5
High 802.7 812.8 10.1 1.3% 814.7
Low 787.1 800.2 13.1 1.7% 787.6
Close 796.8 809.6 12.8 1.6% 801.3
Range 15.6 12.6 -3.0 -19.2% 27.1
ATR 15.2 15.3 0.1 0.4% 0.0
Volume 110,012 130,650 20,638 18.8% 726,374
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 845.3 840.0 816.5
R3 832.8 827.5 813.0
R2 820.3 820.3 812.0
R1 814.8 814.8 810.8 817.5
PP 807.5 807.5 807.5 808.8
S1 802.3 802.3 808.5 805.0
S2 795.0 795.0 807.3
S3 782.3 789.8 806.3
S4 769.8 777.0 802.8
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
5 812.8 781.7 31.1 3.8% 15.8 2.0% 90% True False 142,255
10 814.7 781.7 33.0 4.1% 16.0 2.0% 85% False False 140,032
20 843.0 780.0 63.0 7.8% 15.0 1.9% 47% False False 140,968
40 850.6 780.0 70.6 8.7% 14.8 1.8% 42% False False 119,831
60 850.6 780.0 70.6 8.7% 12.5 1.5% 42% False False 79,904
80 850.6 737.9 112.7 13.9% 10.3 1.3% 64% False False 59,938
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 866.3
2.618 845.8
1.618 833.3
1.000 825.5
0.618 820.5
HIGH 812.8
0.618 808.0
0.500 806.5
0.382 805.0
LOW 800.3
0.618 792.5
1.000 787.5
1.618 779.8
2.618 767.3
4.250 746.8
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 808.5 805.5
PP 807.5 801.3
S1 806.5 797.3

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

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