ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 762.7 753.5 -9.2 -1.2% 729.2
High 766.3 764.4 -1.9 -0.2% 776.7
Low 749.5 749.5 0.0 0.0% 728.5
Close 753.2 763.7 10.5 1.4% 770.7
Range 16.8 14.9 -1.9 -11.3% 48.2
ATR 18.5 18.2 -0.3 -1.4% 0.0
Volume 66,101 27,765 -38,336 -58.0% 745,169
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 804.0 798.8 772.0
R3 789.0 783.8 767.8
R2 774.0 774.0 766.5
R1 769.0 769.0 765.0 771.5
PP 759.3 759.3 759.3 760.5
S1 754.0 754.0 762.3 756.5
S2 744.3 744.3 761.0
S3 729.5 739.0 759.5
S4 714.5 724.3 755.5
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 903.3 885.3 797.3
R3 855.0 837.0 784.0
R2 806.8 806.8 779.5
R1 788.8 788.8 775.0 797.8
PP 758.8 758.8 758.8 763.3
S1 740.5 740.5 766.3 749.5
S2 710.5 710.5 761.8
S3 662.3 692.3 757.5
S4 614.0 644.3 744.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 788.3 747.1 41.2 5.4% 21.5 2.8% 40% False False 100,969
10 788.3 728.5 59.8 7.8% 20.0 2.6% 59% False False 127,813
20 788.3 728.5 59.8 7.8% 18.5 2.4% 59% False False 134,270
40 829.0 728.5 100.5 13.2% 17.0 2.2% 35% False False 134,398
60 850.6 728.5 122.1 16.0% 16.3 2.1% 29% False False 134,374
80 850.6 728.5 122.1 16.0% 15.3 2.0% 29% False False 118,231
100 850.6 728.5 122.1 16.0% 13.8 1.8% 29% False False 94,590
120 850.6 728.5 122.1 16.0% 11.8 1.5% 29% False False 78,831
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 827.8
2.618 803.5
1.618 788.5
1.000 779.3
0.618 773.5
HIGH 764.5
0.618 758.8
0.500 757.0
0.382 755.3
LOW 749.5
0.618 740.3
1.000 734.5
1.618 725.5
2.618 710.5
4.250 686.3
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 761.5 761.3
PP 759.3 759.0
S1 757.0 756.8

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

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