ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	737.9	758.9	21.0	2.8%	752.0
High	746.8	758.9	12.1	1.6%	754.9
Low	737.9	758.9	21.0	2.8%	740.6
Close	747.0	758.3	11.3	1.5%	744.4
Range	8.9	0.0	-8.9	-100.0%	14.3
ATR	0.0	6.3	6.3		0.0
Volume	13	36	23	176.9%	113

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	758.8	758.5	758.3
R3	758.8	758.5	758.3
R2	758.8	758.8	758.3
R1	758.5	758.5	758.3	758.5
PP	758.8	758.8	758.8	758.8
S1	758.5	758.5	758.3	758.5
S2	758.8	758.8	758.3
S3	758.8	758.5	758.3
S4	758.8	758.5	758.3

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	758.9	737.9	21.0	2.8%	2.3	0.3%	97%	True	False	22
10	758.9	734.0	24.9	3.3%	1.5	0.2%	98%	True	False	17

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	759.0
2.618	759.0
1.618	759.0
1.000	759.0
0.618	759.0
HIGH	759.0
0.618	759.0
0.500	759.0
0.382	759.0
LOW	759.0
0.618	759.0
1.000	759.0
1.618	759.0
2.618	759.0
4.250	759.0

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	759.0	755.0
PP	758.8	751.8
S1	758.5	748.5

Download as Excel Spreadsheet

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

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