ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 777.4 745.8 -31.6 -4.1% 722.1
High 781.1 760.8 -20.3 -2.6% 772.5
Low 744.2 742.7 -1.5 -0.2% 722.1
Close 745.2 760.0 14.8 2.0% 766.4
Range 36.9 18.1 -18.8 -50.9% 50.4
ATR 14.7 15.0 0.2 1.6% 0.0
Volume 226,488 278,340 51,852 22.9% 263,315
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 808.8 802.5 770.0
R3 790.8 784.5 765.0
R2 772.5 772.5 763.3
R1 766.3 766.3 761.8 769.5
PP 754.5 754.5 754.5 756.0
S1 748.3 748.3 758.3 751.3
S2 736.5 736.5 756.8
S3 718.3 730.0 755.0
S4 700.3 712.0 750.0
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
5 781.1 742.7 38.4 5.1% 21.8 2.9% 45% False True 153,151
10 781.1 722.1 59.0 7.8% 18.5 2.5% 64% False False 76,861
20 781.1 722.1 59.0 7.8% 14.5 1.9% 64% False False 38,458
40 825.1 722.1 103.0 13.6% 9.0 1.2% 37% False False 19,232
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 837.8
2.618 808.3
1.618 790.0
1.000 779.0
0.618 772.0
HIGH 760.8
0.618 754.0
0.500 751.8
0.382 749.5
LOW 742.8
0.618 731.5
1.000 724.5
1.618 713.5
2.618 695.3
4.250 665.8
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 757.3 762.0
PP 754.5 761.3
S1 751.8 760.8

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

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