ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	761.5	768.1	6.6	0.9%	752.0
High	761.5	768.1	6.6	0.9%	754.9
Low	761.5	758.0	-3.5	-0.5%	740.6
Close	761.5	764.5	3.0	0.4%	744.4
Range	0.0	10.1	10.1		14.3
ATR	6.1	6.4	0.3	4.7%	0.0
Volume	0	170	170		113

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	793.8	789.3	770.0
R3	783.8	779.3	767.3
R2	773.8	773.8	766.3
R1	769.0	769.0	765.5	766.3
PP	763.5	763.5	763.5	762.3
S1	759.0	759.0	763.5	756.3
S2	753.5	753.5	762.8
S3	743.3	748.8	761.8
S4	733.3	738.8	759.0

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	768.1	737.9	30.2	4.0%	3.8	0.5%	88%	True	False	48
10	768.1	737.9	30.2	4.0%	2.5	0.3%	88%	True	False	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	811.0
2.618	794.5
1.618	784.5
1.000	778.3
0.618	774.3
HIGH	768.0
0.618	764.3
0.500	763.0
0.382	761.8
LOW	758.0
0.618	751.8
1.000	748.0
1.618	741.8
2.618	731.5
4.250	715.0

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	764.0	764.0
PP	763.5	763.5
S1	763.0	763.0

Download as Excel Spreadsheet

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

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