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

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

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