ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	779.0	788.4	9.4	1.2%	760.1
High	790.0	788.4	-1.6	-0.2%	777.7
Low	779.0	785.4	6.4	0.8%	760.1
Close	788.8	788.6	-0.2	0.0%	779.3
Range	11.0	3.0	-8.0	-72.7%	17.6
ATR	6.5	6.3	-0.2	-3.4%	0.0
Volume	27	43	16	59.3%	221

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	796.5	795.5	790.3
R3	793.5	792.5	789.5
R2	790.5	790.5	789.3
R1	789.5	789.5	789.0	790.0
PP	787.5	787.5	787.5	787.8
S1	786.5	786.5	788.3	787.0
S2	784.5	784.5	788.0
S3	781.5	783.5	787.8
S4	778.5	780.5	787.0

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%	4.5	0.6%	93%	False	False	20
10	790.0	760.1	29.9	3.8%	3.5	0.5%	95%	False	False	47
20	790.0	737.9	52.1	6.6%	3.0	0.4%	97%	False	False	40

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	801.3
2.618	796.3
1.618	793.3
1.000	791.5
0.618	790.3
HIGH	788.5
0.618	787.3
0.500	787.0
0.382	786.5
LOW	785.5
0.618	783.5
1.000	782.5
1.618	780.5
2.618	777.5
4.250	772.8

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	788.0	785.5
PP	787.5	782.5
S1	787.0	779.5

Download as Excel Spreadsheet

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

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