ICE Russell 2000 Mini Future September 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 808.2 806.0 -2.2 -0.3% 793.0
High 808.2 806.0 -2.2 -0.3% 820.0
Low 808.2 800.7 -7.5 -0.9% 793.0
Close 808.2 811.0 2.8 0.3% 820.0
Range 0.0 5.3 5.3 27.0
ATR
Volume 19 4 -15 -78.9% 16
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 821.8 821.8 814.0
R3 816.5 816.5 812.5
R2 811.3 811.3 812.0
R1 811.0 811.0 811.5 811.3
PP 806.0 806.0 806.0 806.0
S1 805.8 805.8 810.5 805.8
S2 800.5 800.5 810.0
S3 795.3 800.5 809.5
S4 790.0 795.3 808.0
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 892.0 883.0 834.8
R3 865.0 856.0 827.5
R2 838.0 838.0 825.0
R1 829.0 829.0 822.5 833.5
PP 811.0 811.0 811.0 813.3
S1 802.0 802.0 817.5 806.5
S2 784.0 784.0 815.0
S3 757.0 775.0 812.5
S4 730.0 748.0 805.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 825.1 800.7 24.4 3.0% 5.5 0.7% 42% False True 10
10 825.1 789.0 36.1 4.5% 4.8 0.6% 61% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 828.5
2.618 820.0
1.618 814.5
1.000 811.3
0.618 809.3
HIGH 806.0
0.618 804.0
0.500 803.3
0.382 802.8
LOW 800.8
0.618 797.5
1.000 795.5
1.618 792.0
2.618 786.8
4.250 778.3
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 808.5 813.0
PP 806.0 812.3
S1 803.3 811.8

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

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