ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 812.6 824.8 12.2 1.5% 799.4
High 824.7 827.2 2.5 0.3% 824.7
Low 809.2 813.5 4.3 0.5% 781.7
Close 823.8 814.9 -8.9 -1.1% 823.8
Range 15.5 13.7 -1.8 -11.6% 43.0
ATR 15.1 15.0 -0.1 -0.7% 0.0
Volume 124,080 95,369 -28,711 -23.1% 629,904
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 859.8 851.0 822.5
R3 846.0 837.3 818.8
R2 832.3 832.3 817.5
R1 823.5 823.5 816.3 821.0
PP 818.5 818.5 818.5 817.3
S1 809.8 809.8 813.8 807.3
S2 804.8 804.8 812.5
S3 791.3 796.3 811.3
S4 777.5 782.5 807.3
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 939.0 924.5 847.5
R3 896.0 881.5 835.5
R2 853.0 853.0 831.8
R1 838.5 838.5 827.8 845.8
PP 810.0 810.0 810.0 813.8
S1 795.5 795.5 819.8 802.8
S2 767.0 767.0 816.0
S3 724.0 752.5 812.0
S4 681.0 709.5 800.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.2 787.1 40.1 4.9% 14.0 1.7% 69% True False 114,850
10 827.2 781.7 45.5 5.6% 15.5 1.9% 73% True False 130,456
20 839.2 780.0 59.2 7.3% 14.8 1.8% 59% False False 137,650
40 850.6 780.0 70.6 8.7% 14.5 1.8% 49% False False 128,137
60 850.6 780.0 70.6 8.7% 12.8 1.6% 49% False False 85,464
80 850.6 737.9 112.7 13.8% 10.5 1.3% 68% False False 64,107
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 True
Stretch 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 885.5
2.618 863.0
1.618 849.3
1.000 841.0
0.618 835.8
HIGH 827.3
0.618 822.0
0.500 820.3
0.382 818.8
LOW 813.5
0.618 805.0
1.000 799.8
1.618 791.3
2.618 777.8
4.250 755.3
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 820.3 816.5
PP 818.5 816.0
S1 816.8 815.5

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

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