ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 760.5 757.6 -2.9 -0.4% 769.0
High 765.7 758.1 -7.6 -1.0% 778.4
Low 749.7 735.4 -14.3 -1.9% 735.4
Close 761.1 736.6 -24.5 -3.2% 736.6
Range 16.0 22.7 6.7 41.9% 43.0
ATR 16.0 16.7 0.7 4.4% 0.0
Volume 154,789 178,608 23,819 15.4% 603,475
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 811.5 796.8 749.0
R3 788.8 774.0 742.8
R2 766.0 766.0 740.8
R1 751.3 751.3 738.8 747.3
PP 743.3 743.3 743.3 741.5
S1 728.8 728.8 734.5 724.8
S2 720.8 720.8 732.5
S3 698.0 706.0 730.3
S4 675.3 683.3 724.0
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 879.3 850.8 760.3
R3 836.3 807.8 748.5
R2 793.3 793.3 744.5
R1 764.8 764.8 740.5 757.5
PP 750.3 750.3 750.3 746.5
S1 721.8 721.8 732.8 714.5
S2 707.3 707.3 728.8
S3 664.3 678.8 724.8
S4 621.3 635.8 713.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 778.4 735.4 43.0 5.8% 16.3 2.2% 3% False True 137,408
10 778.4 735.4 43.0 5.8% 16.8 2.3% 3% False True 141,063
20 809.8 735.4 74.4 10.1% 16.8 2.3% 2% False True 142,785
40 829.0 735.4 93.6 12.7% 15.8 2.2% 1% False True 138,491
60 850.6 735.4 115.2 15.6% 15.3 2.1% 1% False True 138,793
80 850.6 735.4 115.2 15.6% 14.3 1.9% 1% False True 104,491
100 850.6 735.4 115.2 15.6% 12.3 1.7% 1% False True 83,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 854.5
2.618 817.5
1.618 794.8
1.000 780.8
0.618 772.3
HIGH 758.0
0.618 749.5
0.500 746.8
0.382 744.0
LOW 735.5
0.618 721.3
1.000 712.8
1.618 698.8
2.618 676.0
4.250 639.0
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 746.8 756.3
PP 743.3 749.8
S1 740.0 743.3

Download as Excel Spreadsheet

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

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