ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 769.7 780.7 11.0 1.4% 777.4
High 786.2 786.2 0.0 0.0% 781.1
Low 766.0 775.3 9.3 1.2% 742.7
Close 781.0 780.7 -0.3 0.0% 766.9
Range 20.2 10.9 -9.3 -46.0% 38.4
ATR 15.5 15.1 -0.3 -2.1% 0.0
Volume 138,943 141,967 3,024 2.2% 1,017,758
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 813.5 808.0 786.8
R3 802.5 797.0 783.8
R2 791.8 791.8 782.8
R1 786.3 786.3 781.8 786.3
PP 780.8 780.8 780.8 780.8
S1 775.3 775.3 779.8 775.3
S2 769.8 769.8 778.8
S3 759.0 764.3 777.8
S4 748.0 753.5 774.8
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
5 786.2 745.1 41.1 5.3% 15.3 1.9% 87% True False 143,426
10 786.2 742.7 43.5 5.6% 18.5 2.4% 87% True False 166,145
20 786.2 722.1 64.1 8.2% 15.3 2.0% 91% True False 84,508
40 825.1 722.1 103.0 13.2% 10.8 1.4% 57% False False 42,269
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 4.8
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 832.5
2.618 814.8
1.618 803.8
1.000 797.0
0.618 793.0
HIGH 786.3
0.618 782.0
0.500 780.8
0.382 779.5
LOW 775.3
0.618 768.5
1.000 764.5
1.618 757.8
2.618 746.8
4.250 729.0
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 780.8 778.0
PP 780.8 775.3
S1 780.8 772.5

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

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