ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 16-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	16-Jan-2012	Change	Change %	Previous Week
Open	760.1	760.1	0.0	0.0%	737.9
High	760.1	760.1	0.0	0.0%	768.1
Low	760.1	760.1	0.0	0.0%	737.9
Close	760.1	760.1	0.0	0.0%	760.1
Range
ATR	6.2	5.8	-0.4	-7.1%	0.0
Volume	170	170	0	0.0%	389

Daily Pivots for day following 16-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	760.0	760.0	760.0
R3	760.0	760.0	760.0
R2	760.0	760.0	760.0
R1	760.0	760.0	760.0	760.0
PP	760.0	760.0	760.0	760.0
S1	760.0	760.0	760.0	760.0
S2	760.0	760.0	760.0
S3	760.0	760.0	760.0
S4	760.0	760.0	760.0

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	846.0	833.3	776.8
R3	815.8	803.0	768.5
R2	785.5	785.5	765.8
R1	772.8	772.8	762.8	779.3
PP	755.3	755.3	755.3	758.5
S1	742.8	742.8	757.3	749.0
S2	725.3	725.3	754.5
S3	695.0	712.5	751.8
S4	664.8	682.3	743.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	768.1	758.0	10.1	1.3%	2.0	0.3%	21%	False	False	109
10	768.1	737.9	30.2	4.0%	2.5	0.3%	74%	False	False	67

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0

Fibonacci Retracements and Extensions
4.250	760.0
2.618	760.0
1.618	760.0
1.000	760.0
0.618	760.0
HIGH	760.0
0.618	760.0
0.500	760.0
0.382	760.0
LOW	760.0
0.618	760.0
1.000	760.0
1.618	760.0
2.618	760.0
4.250	760.0

Fisher Pivots for day following 16-Jan-2012
Pivot	1 day	3 day
R1	760.0	763.0
PP	760.0	762.0
S1	760.0	761.0

Download as Excel Spreadsheet

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

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