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

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

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