ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 763.0 766.1 3.1 0.4% 771.0
High 772.7 769.2 -3.5 -0.5% 786.2
Low 761.3 755.0 -6.3 -0.8% 758.7
Close 769.0 756.7 -12.3 -1.6% 769.0
Range 11.4 14.2 2.8 24.6% 27.5
ATR 15.4 15.3 -0.1 -0.5% 0.0
Volume 120,860 116,732 -4,128 -3.4% 688,148
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 803.0 794.0 764.5
R3 788.8 779.8 760.5
R2 774.5 774.5 759.3
R1 765.5 765.5 758.0 763.0
PP 760.3 760.3 760.3 759.0
S1 751.5 751.5 755.5 748.8
S2 746.0 746.0 754.0
S3 732.0 737.3 752.8
S4 717.8 723.0 749.0
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 853.8 839.0 784.0
R3 826.3 811.5 776.5
R2 798.8 798.8 774.0
R1 784.0 784.0 771.5 777.5
PP 771.3 771.3 771.3 768.3
S1 756.5 756.5 766.5 750.0
S2 743.8 743.8 764.0
S3 716.3 729.0 761.5
S4 688.8 701.5 754.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 786.2 755.0 31.2 4.1% 15.8 2.1% 5% False True 135,440
10 786.2 742.7 43.5 5.7% 16.0 2.1% 32% False False 159,615
20 786.2 722.1 64.1 8.5% 17.0 2.3% 54% False False 104,321
40 808.2 722.1 86.1 11.4% 11.5 1.5% 40% False False 52,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 829.5
2.618 806.5
1.618 792.3
1.000 783.5
0.618 778.0
HIGH 769.3
0.618 763.8
0.500 762.0
0.382 760.5
LOW 755.0
0.618 746.3
1.000 740.8
1.618 732.0
2.618 717.8
4.250 694.8
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 762.0 768.8
PP 760.3 764.8
S1 758.5 760.8

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

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