ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 763.0 757.1 -5.9 -0.8% 722.1
High 772.5 766.8 -5.7 -0.7% 772.5
Low 754.6 748.6 -6.0 -0.8% 722.1
Close 756.9 766.4 9.5 1.3% 766.4
Range 17.9 18.2 0.3 1.7% 50.4
ATR 12.6 13.0 0.4 3.1% 0.0
Volume 62,636 172,469 109,833 175.4% 263,315
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 815.3 809.0 776.5
R3 797.0 790.8 771.5
R2 778.8 778.8 769.8
R1 772.5 772.5 768.0 775.8
PP 760.5 760.5 760.5 762.3
S1 754.5 754.5 764.8 757.5
S2 742.5 742.5 763.0
S3 724.3 736.3 761.5
S4 706.0 718.0 756.5
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 904.8 886.0 794.0
R3 854.5 835.8 780.3
R2 804.0 804.0 775.8
R1 785.3 785.3 771.0 794.8
PP 753.8 753.8 753.8 758.5
S1 734.8 734.8 761.8 744.3
S2 703.3 703.3 757.3
S3 652.8 684.5 752.5
S4 602.5 634.0 738.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 772.5 722.1 50.4 6.6% 16.8 2.2% 88% False False 52,663
10 773.8 722.1 51.7 6.7% 14.8 1.9% 86% False False 26,380
20 784.2 722.1 62.1 8.1% 12.0 1.6% 71% False False 13,217
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 3.5
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 844.3
2.618 814.5
1.618 796.3
1.000 785.0
0.618 778.0
HIGH 766.8
0.618 759.8
0.500 757.8
0.382 755.5
LOW 748.5
0.618 737.3
1.000 730.5
1.618 719.3
2.618 701.0
4.250 671.3
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 763.5 763.8
PP 760.5 761.3
S1 757.8 758.5

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

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