ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 749.8 758.7 8.9 1.2% 777.4
High 760.2 768.8 8.6 1.1% 781.1
Low 745.1 756.4 11.3 1.5% 742.7
Close 759.4 766.9 7.5 1.0% 766.9
Range 15.1 12.4 -2.7 -17.9% 38.4
ATR 15.1 14.9 -0.2 -1.3% 0.0
Volume 179,637 128,904 -50,733 -28.2% 1,017,758
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 801.3 796.5 773.8
R3 788.8 784.0 770.3
R2 776.5 776.5 769.3
R1 771.8 771.8 768.0 774.0
PP 764.0 764.0 764.0 765.3
S1 759.3 759.3 765.8 761.8
S2 751.8 751.8 764.8
S3 739.3 746.8 763.5
S4 726.8 734.5 760.0
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 878.8 861.3 788.0
R3 840.3 822.8 777.5
R2 802.0 802.0 774.0
R1 784.5 784.5 770.5 774.0
PP 763.5 763.5 763.5 758.3
S1 746.0 746.0 763.5 735.5
S2 725.3 725.3 759.8
S3 686.8 707.8 756.3
S4 648.3 669.3 745.8
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 5.0% 20.0 2.6% 63% False False 203,551
10 781.1 722.1 59.0 7.7% 18.3 2.4% 76% False False 128,107
20 781.1 722.1 59.0 7.7% 14.3 1.9% 76% False False 64,082
40 825.1 722.1 103.0 13.4% 10.0 1.3% 43% False False 32,054
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 821.5
2.618 801.3
1.618 788.8
1.000 781.3
0.618 776.5
HIGH 768.8
0.618 764.0
0.500 762.5
0.382 761.3
LOW 756.5
0.618 748.8
1.000 744.0
1.618 736.3
2.618 724.0
4.250 703.8
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 765.5 763.5
PP 764.0 760.3
S1 762.5 756.8

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

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