ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	769.2	779.0	9.8	1.3%	760.1
High	775.0	790.0	15.0	1.9%	777.7
Low	769.2	779.0	9.8	1.3%	760.1
Close	782.8	788.8	6.0	0.8%	779.3
Range	5.8	11.0	5.2	89.7%	17.6
ATR	6.2	6.5	0.3	5.5%	0.0
Volume	8	27	19	237.5%	221

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	819.0	814.8	794.8
R3	808.0	803.8	791.8
R2	797.0	797.0	790.8
R1	792.8	792.8	789.8	795.0
PP	786.0	786.0	786.0	787.0
S1	781.8	781.8	787.8	784.0
S2	775.0	775.0	786.8
S3	764.0	770.8	785.8
S4	753.0	759.8	782.8

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	790.0	769.2	20.8	2.6%	5.0	0.6%	94%	True	False	15
10	790.0	758.0	32.0	4.1%	4.3	0.5%	96%	True	False	60
20	790.0	734.0	56.0	7.1%	3.0	0.4%	98%	True	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 25 trading days

Fibonacci Retracements and Extensions
4.250	836.8
2.618	818.8
1.618	807.8
1.000	801.0
0.618	796.8
HIGH	790.0
0.618	785.8
0.500	784.5
0.382	783.3
LOW	779.0
0.618	772.3
1.000	768.0
1.618	761.3
2.618	750.3
4.250	732.3

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	787.3	785.8
PP	786.0	782.8
S1	784.5	779.5

Download as Excel Spreadsheet

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

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