ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 777.6 769.2 -8.4 -1.1% 760.1
High 777.6 775.0 -2.6 -0.3% 777.7
Low 777.6 769.2 -8.4 -1.1% 760.1
Close 777.6 782.8 5.2 0.7% 779.3
Range 0.0 5.8 5.8 17.6
ATR 6.0 6.2 0.2 2.8% 0.0
Volume 4 8 4 100.0% 221
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 793.0 793.8 786.0
R3 787.3 788.0 784.5
R2 781.5 781.5 783.8
R1 782.3 782.3 783.3 781.8
PP 775.8 775.8 775.8 775.5
S1 776.3 776.3 782.3 776.0
S2 769.8 769.8 781.8
S3 764.0 770.5 781.3
S4 758.3 764.8 779.5
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
5 777.7 769.2 8.5 1.1% 2.8 0.4% 160% False True 10
10 777.7 758.0 19.7 2.5% 3.3 0.4% 126% False False 57
20 777.7 734.0 43.7 5.6% 2.5 0.3% 112% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 799.8
2.618 790.3
1.618 784.5
1.000 780.8
0.618 778.5
HIGH 775.0
0.618 772.8
0.500 772.0
0.382 771.5
LOW 769.3
0.618 765.5
1.000 763.5
1.618 759.8
2.618 754.0
4.250 744.5
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 779.3 779.8
PP 775.8 776.5
S1 772.0 773.5

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

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