ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 793.6 790.1 -3.5 -0.4% 824.8
High 794.1 791.6 -2.5 -0.3% 829.0
Low 778.6 778.6 0.0 0.0% 785.4
Close 790.6 785.6 -5.0 -0.6% 786.6
Range 15.5 13.0 -2.5 -16.1% 43.6
ATR 16.3 16.0 -0.2 -1.4% 0.0
Volume 146,435 161,375 14,940 10.2% 624,921
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 824.3 818.0 792.8
R3 811.3 805.0 789.3
R2 798.3 798.3 788.0
R1 792.0 792.0 786.8 788.5
PP 785.3 785.3 785.3 783.5
S1 779.0 779.0 784.5 775.5
S2 772.3 772.3 783.3
S3 759.3 766.0 782.0
S4 746.3 753.0 778.5
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 931.3 902.5 810.5
R3 887.5 858.8 798.5
R2 844.0 844.0 794.5
R1 815.3 815.3 790.5 807.8
PP 800.3 800.3 800.3 796.5
S1 771.8 771.8 782.5 764.3
S2 756.8 756.8 778.5
S3 713.3 728.0 774.5
S4 669.5 684.5 762.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 818.5 772.8 45.7 5.8% 18.5 2.4% 28% False False 141,037
10 829.0 772.8 56.2 7.2% 16.5 2.1% 23% False False 128,043
20 829.0 772.8 56.2 7.2% 16.3 2.1% 23% False False 134,037
40 850.6 772.8 77.8 9.9% 15.0 1.9% 16% False False 134,840
60 850.6 772.8 77.8 9.9% 14.0 1.8% 16% False False 101,240
80 850.6 769.2 81.4 10.4% 11.8 1.5% 20% False False 75,936
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 846.8
2.618 825.8
1.618 812.8
1.000 804.5
0.618 799.8
HIGH 791.5
0.618 786.8
0.500 785.0
0.382 783.5
LOW 778.5
0.618 770.5
1.000 765.5
1.618 757.5
2.618 744.5
4.250 723.3
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 785.5 785.0
PP 785.3 784.5
S1 785.0 783.8

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

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