ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 742.9 742.3 -0.6 -0.1% 752.0
High 742.9 742.3 -0.6 -0.1% 754.9
Low 742.9 742.3 -0.6 -0.1% 740.6
Close 742.9 744.4 1.5 0.2% 744.4
Range
ATR
Volume 21 21 0 0.0% 113
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 743.0 743.8 744.5
R3 743.0 743.8 744.5
R2 743.0 743.0 744.5
R1 743.8 743.8 744.5 743.3
PP 743.0 743.0 743.0 742.8
S1 743.8 743.8 744.5 743.3
S2 743.0 743.0 744.5
S3 743.0 743.8 744.5
S4 743.0 743.8 744.5
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 789.5 781.3 752.3
R3 775.3 767.0 748.3
R2 761.0 761.0 747.0
R1 752.8 752.8 745.8 749.8
PP 746.8 746.8 746.8 745.0
S1 738.3 738.3 743.0 735.3
S2 732.3 732.3 741.8
S3 718.0 724.0 740.5
S4 703.8 709.8 736.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 754.9 740.5 14.4 1.9% 1.0 0.1% 27% False False 23
10 754.9 734.0 20.9 2.8% 1.0 0.1% 50% False False 15
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 742.3
2.618 742.3
1.618 742.3
1.000 742.3
0.618 742.3
HIGH 742.3
0.618 742.3
0.500 742.3
0.382 742.3
LOW 742.3
0.618 742.3
1.000 742.3
1.618 742.3
2.618 742.3
4.250 742.3
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 743.8 743.5
PP 743.0 742.8
S1 742.3 741.8

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

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