ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 743.1 742.9 -0.2 0.0% 744.2
High 743.1 742.9 -0.2 0.0% 744.2
Low 740.6 742.9 2.3 0.3% 734.0
Close 742.8 742.9 0.1 0.0% 735.6
Range 2.5 0.0 -2.5 -100.0% 10.2
ATR
Volume 21 21 0 0.0% 12
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 743.0 743.0 743.0
R3 743.0 743.0 743.0
R2 743.0 743.0 743.0
R1 743.0 743.0 743.0 743.0
PP 743.0 743.0 743.0 743.0
S1 743.0 743.0 743.0 743.0
S2 743.0 743.0 743.0
S3 743.0 743.0 743.0
S4 743.0 743.0 743.0
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 768.5 762.3 741.3
R3 758.3 752.0 738.5
R2 748.3 748.3 737.5
R1 741.8 741.8 736.5 740.0
PP 738.0 738.0 738.0 737.0
S1 731.8 731.8 734.8 729.8
S2 727.8 727.8 733.8
S3 717.5 721.5 732.8
S4 707.3 711.3 730.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 754.9 738.6 16.3 2.2% 1.0 0.1% 26% False False 20
10 754.9 722.2 32.7 4.4% 1.5 0.2% 63% False False 37
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 743.0
2.618 743.0
1.618 743.0
1.000 743.0
0.618 743.0
HIGH 743.0
0.618 743.0
0.500 743.0
0.382 743.0
LOW 743.0
0.618 743.0
1.000 743.0
1.618 743.0
2.618 743.0
4.250 743.0
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 743.0 747.8
PP 743.0 746.3
S1 743.0 744.5

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

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