ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 814.9 812.6 -2.3 -0.3% 799.4
High 829.0 817.3 -11.7 -1.4% 824.7
Low 811.4 804.5 -6.9 -0.9% 781.7
Close 812.1 815.1 3.0 0.4% 823.8
Range 17.6 12.8 -4.8 -27.3% 43.0
ATR 15.2 15.0 -0.2 -1.1% 0.0
Volume 123,867 117,789 -6,078 -4.9% 629,904
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 850.8 845.8 822.3
R3 838.0 833.0 818.5
R2 825.0 825.0 817.5
R1 820.0 820.0 816.3 822.5
PP 812.3 812.3 812.3 813.5
S1 807.3 807.3 814.0 809.8
S2 799.5 799.5 812.8
S3 786.8 794.5 811.5
S4 774.0 781.8 808.0
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
5 829.0 804.5 24.5 3.0% 14.5 1.8% 43% False True 115,049
10 829.0 781.7 47.3 5.8% 15.0 1.9% 71% False False 128,652
20 830.7 780.0 50.7 6.2% 15.0 1.8% 69% False False 136,264
40 850.6 780.0 70.6 8.7% 14.3 1.8% 50% False False 134,044
60 850.6 780.0 70.6 8.7% 13.3 1.6% 50% False False 89,491
80 850.6 758.0 92.6 11.4% 11.0 1.3% 62% False False 67,127
Crabel Price Patterns
NR True
NR4 True
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 3.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 871.8
2.618 850.8
1.618 838.0
1.000 830.0
0.618 825.3
HIGH 817.3
0.618 812.5
0.500 811.0
0.382 809.5
LOW 804.5
0.618 796.5
1.000 791.8
1.618 783.8
2.618 771.0
4.250 750.0
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 813.8 816.8
PP 812.3 816.3
S1 811.0 815.8

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

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