ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 771.0 769.7 -1.3 -0.2% 777.4
High 776.0 786.2 10.2 1.3% 781.1
Low 758.7 766.0 7.3 1.0% 742.7
Close 769.0 781.0 12.0 1.6% 766.9
Range 17.3 20.2 2.9 16.8% 38.4
ATR 15.1 15.5 0.4 2.4% 0.0
Volume 127,679 138,943 11,264 8.8% 1,017,758
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 838.3 829.8 792.0
R3 818.3 809.8 786.5
R2 798.0 798.0 784.8
R1 789.5 789.5 782.8 793.8
PP 777.8 777.8 777.8 779.8
S1 769.3 769.3 779.3 773.5
S2 757.5 757.5 777.3
S3 737.3 749.0 775.5
S4 717.3 728.8 770.0
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
5 786.2 744.9 41.3 5.3% 16.5 2.1% 87% True False 155,910
10 786.2 742.7 43.5 5.6% 19.0 2.4% 88% True False 154,530
20 786.2 722.1 64.1 8.2% 15.8 2.0% 92% True False 77,413
40 825.1 722.1 103.0 13.2% 10.8 1.4% 57% False False 38,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 872.0
2.618 839.0
1.618 819.0
1.000 806.5
0.618 798.8
HIGH 786.3
0.618 778.5
0.500 776.0
0.382 773.8
LOW 766.0
0.618 753.5
1.000 745.8
1.618 733.3
2.618 713.0
4.250 680.3
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 779.3 777.8
PP 777.8 774.5
S1 776.0 771.3

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

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