ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	771.9	775.0	3.1	0.4%	737.9
High	771.9	777.7	5.8	0.8%	768.1
Low	771.9	772.7	0.8	0.1%	737.9
Close	771.9	777.0	5.1	0.7%	760.1
Range	0.0	5.0	5.0		30.2
ATR	6.6	6.6	-0.1	-0.9%	0.0
Volume	0	20	20		389

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	790.8	789.0	779.8
R3	785.8	784.0	778.5
R2	780.8	780.8	778.0
R1	779.0	779.0	777.5	779.8
PP	775.8	775.8	775.8	776.3
S1	774.0	774.0	776.5	774.8
S2	770.8	770.8	776.0
S3	765.8	769.0	775.5
S4	760.8	764.0	774.3

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	777.7	760.1	17.6	2.3%	2.5	0.3%	96%	True	False	74
10	777.7	737.9	39.8	5.1%	3.3	0.4%	98%	True	False	61
20	777.7	722.2	55.5	7.1%	2.3	0.3%	99%	True	False	49

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	0.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	799.0
2.618	790.8
1.618	785.8
1.000	782.8
0.618	780.8
HIGH	777.8
0.618	775.8
0.500	775.3
0.382	774.5
LOW	772.8
0.618	769.5
1.000	767.8
1.618	764.5
2.618	759.5
4.250	751.5

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	776.5	774.8
PP	775.8	772.8
S1	775.3	770.5

Download as Excel Spreadsheet

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

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