ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 761.6 773.1 11.5 1.5% 771.0
High 774.0 774.8 0.8 0.1% 786.2
Low 759.3 760.1 0.8 0.1% 758.7
Close 773.6 771.9 -1.7 -0.2% 769.0
Range 14.7 14.7 0.0 0.0% 27.5
ATR 15.0 15.0 0.0 -0.2% 0.0
Volume 105,726 155,842 50,116 47.4% 688,148
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 813.0 807.3 780.0
R3 798.3 792.5 776.0
R2 783.8 783.8 774.5
R1 777.8 777.8 773.3 773.3
PP 769.0 769.0 769.0 766.8
S1 763.0 763.0 770.5 758.8
S2 754.3 754.3 769.3
S3 739.5 748.3 767.8
S4 724.8 733.8 763.8
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
5 774.8 753.2 21.6 2.8% 13.3 1.7% 87% True False 122,359
10 786.2 753.2 33.0 4.3% 15.0 1.9% 57% False False 130,799
20 786.2 722.1 64.1 8.3% 17.0 2.2% 78% False False 123,019
40 789.3 722.1 67.2 8.7% 12.3 1.6% 74% False False 61,530
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Fibonacci Retracements and Extensions
4.250 837.3
2.618 813.3
1.618 798.5
1.000 789.5
0.618 784.0
HIGH 774.8
0.618 769.3
0.500 767.5
0.382 765.8
LOW 760.0
0.618 751.0
1.000 745.5
1.618 736.3
2.618 721.5
4.250 697.5
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 770.5 769.3
PP 769.0 766.8
S1 767.5 764.0

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

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