ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	758.9	761.5	2.6	0.3%	752.0
High	758.9	761.5	2.6	0.3%	754.9
Low	758.9	761.5	2.6	0.3%	740.6
Close	758.3	761.5	3.2	0.4%	744.4
Range
ATR	6.3	6.1	-0.2	-3.5%	0.0
Volume	36	0	-36	-100.0%	113

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	761.5	761.5	761.5
R3	761.5	761.5	761.5
R2	761.5	761.5	761.5
R1	761.5	761.5	761.5	761.5
PP	761.5	761.5	761.5	761.5
S1	761.5	761.5	761.5	761.5
S2	761.5	761.5	761.5
S3	761.5	761.5	761.5
S4	761.5	761.5	761.5

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	761.5	737.9	23.6	3.1%	1.8	0.2%	100%	True	False	18
10	761.5	734.0	27.5	3.6%	1.5	0.2%	100%	True	False	17

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	761.5
2.618	761.5
1.618	761.5
1.000	761.5
0.618	761.5
HIGH	761.5
0.618	761.5
0.500	761.5
0.382	761.5
LOW	761.5
0.618	761.5
1.000	761.5
1.618	761.5
2.618	761.5
4.250	761.5

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	761.5	757.5
PP	761.5	753.8
S1	761.5	749.8

Download as Excel Spreadsheet

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

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