ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 773.3 777.6 4.3 0.6% 760.1
High 776.4 777.6 1.2 0.2% 777.7
Low 773.3 777.6 4.3 0.6% 760.1
Close 779.3 777.6 -1.7 -0.2% 779.3
Range 3.1 0.0 -3.1 -100.0% 17.6
ATR 6.4 6.0 -0.3 -5.2% 0.0
Volume 20 4 -16 -80.0% 221
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 777.5 777.5 777.5
R3 777.5 777.5 777.5
R2 777.5 777.5 777.5
R1 777.5 777.5 777.5 777.5
PP 777.5 777.5 777.5 777.5
S1 777.5 777.5 777.5 777.5
S2 777.5 777.5 777.5
S3 777.5 777.5 777.5
S4 777.5 777.5 777.5
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 825.3 819.8 789.0
R3 807.5 802.3 784.3
R2 790.0 790.0 782.5
R1 784.8 784.8 781.0 787.3
PP 772.3 772.3 772.3 773.8
S1 767.0 767.0 777.8 769.8
S2 754.8 754.8 776.0
S3 737.3 749.5 774.5
S4 719.5 731.8 769.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 777.7 763.2 14.5 1.9% 3.3 0.4% 99% False False 11
10 777.7 758.0 19.7 2.5% 2.5 0.3% 99% False False 60
20 777.7 734.0 43.7 5.6% 2.0 0.3% 100% False False 37
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 777.5
2.618 777.5
1.618 777.5
1.000 777.5
0.618 777.5
HIGH 777.5
0.618 777.5
0.500 777.5
0.382 777.5
LOW 777.5
0.618 777.5
1.000 777.5
1.618 777.5
2.618 777.5
4.250 777.5
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 777.5 776.8
PP 777.5 776.0
S1 777.5 775.3

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

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