ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	16-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	760.1	771.0	10.9	1.4%	737.9
High	760.1	771.0	10.9	1.4%	768.1
Low	760.1	763.2	3.1	0.4%	737.9
Close	760.1	759.0	-1.1	-0.1%	760.1
Range	0.0	7.8	7.8		30.2
ATR	5.8	6.2	0.4	6.3%	0.0
Volume	170	11	-159	-93.5%	389

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	787.8	781.3	763.3
R3	780.0	773.5	761.3
R2	772.3	772.3	760.5
R1	765.5	765.5	759.8	765.0
PP	764.5	764.5	764.5	764.0
S1	757.8	757.8	758.3	757.3
S2	756.5	756.5	757.5
S3	748.8	750.0	756.8
S4	741.0	742.3	754.8

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	771.0	758.0	13.0	1.7%	3.5	0.5%	8%	True	False	104
10	771.0	737.9	33.1	4.4%	3.0	0.4%	64%	True	False	63

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	804.3
2.618	791.5
1.618	783.5
1.000	778.8
0.618	775.8
HIGH	771.0
0.618	768.0
0.500	767.0
0.382	766.3
LOW	763.3
0.618	758.5
1.000	755.5
1.618	750.5
2.618	742.8
4.250	730.0

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	767.0	765.5
PP	764.5	763.3
S1	761.8	761.3

Download as Excel Spreadsheet

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

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