ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 780.7 779.0 -1.7 -0.2% 777.4
High 786.2 782.5 -3.7 -0.5% 781.1
Low 775.3 759.9 -15.4 -2.0% 742.7
Close 780.7 761.0 -19.7 -2.5% 766.9
Range 10.9 22.6 11.7 107.3% 38.4
ATR 15.1 15.7 0.5 3.5% 0.0
Volume 141,967 158,699 16,732 11.8% 1,017,758
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 835.5 821.0 773.5
R3 813.0 798.3 767.3
R2 790.5 790.5 765.3
R1 775.8 775.8 763.0 771.8
PP 767.8 767.8 767.8 765.8
S1 753.0 753.0 759.0 749.3
S2 745.3 745.3 756.8
S3 722.5 730.5 754.8
S4 700.0 708.0 748.5
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
5 786.2 756.4 29.8 3.9% 16.8 2.2% 15% False False 139,238
10 786.2 742.7 43.5 5.7% 18.8 2.5% 42% False False 175,751
20 786.2 722.1 64.1 8.4% 16.0 2.1% 61% False False 92,443
40 825.1 722.1 103.0 13.5% 11.3 1.5% 38% False False 46,236
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 4.3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 878.5
2.618 841.8
1.618 819.0
1.000 805.0
0.618 796.5
HIGH 782.5
0.618 773.8
0.500 771.3
0.382 768.5
LOW 760.0
0.618 746.0
1.000 737.3
1.618 723.3
2.618 700.8
4.250 663.8
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 771.3 773.0
PP 767.8 769.0
S1 764.5 765.0

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

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