ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 773.1 768.7 -4.4 -0.6% 766.1
High 774.8 798.5 23.7 3.1% 798.5
Low 760.1 768.0 7.9 1.0% 753.2
Close 771.9 795.4 23.5 3.0% 795.4
Range 14.7 30.5 15.8 107.5% 45.3
ATR 15.0 16.1 1.1 7.4% 0.0
Volume 155,842 166,507 10,665 6.8% 657,446
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 878.8 867.5 812.3
R3 848.3 837.0 803.8
R2 817.8 817.8 801.0
R1 806.5 806.5 798.3 812.3
PP 787.3 787.3 787.3 790.0
S1 776.0 776.0 792.5 781.8
S2 756.8 756.8 789.8
S3 726.3 745.5 787.0
S4 695.8 715.0 778.5
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 918.3 902.3 820.3
R3 873.0 856.8 807.8
R2 827.8 827.8 803.8
R1 811.5 811.5 799.5 819.5
PP 782.3 782.3 782.3 786.5
S1 766.3 766.3 791.3 774.3
S2 737.0 737.0 787.0
S3 691.8 721.0 783.0
S4 646.5 675.8 770.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 798.5 753.2 45.3 5.7% 17.3 2.2% 93% True False 131,489
10 798.5 753.2 45.3 5.7% 16.8 2.1% 93% True False 134,559
20 798.5 722.1 76.4 9.6% 17.5 2.2% 96% True False 131,333
40 798.5 722.1 76.4 9.6% 13.0 1.6% 96% True False 65,692
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 3.2
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 928.0
2.618 878.3
1.618 847.8
1.000 829.0
0.618 817.3
HIGH 798.5
0.618 786.8
0.500 783.3
0.382 779.8
LOW 768.0
0.618 749.3
1.000 737.5
1.618 718.8
2.618 688.3
4.250 638.5
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 791.3 790.0
PP 787.3 784.5
S1 783.3 779.0

Download as Excel Spreadsheet

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

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