ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 788.4 790.0 1.6 0.2% 777.6
High 788.4 790.0 1.6 0.2% 790.0
Low 785.4 789.6 4.2 0.5% 769.2
Close 788.6 792.5 3.9 0.5% 792.5
Range 3.0 0.4 -2.6 -86.7% 20.8
ATR 6.3 6.0 -0.4 -5.6% 0.0
Volume 43 43 0 0.0% 125
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 792.0 792.5 792.8
R3 791.5 792.3 792.5
R2 791.0 791.0 792.5
R1 791.8 791.8 792.5 791.5
PP 790.8 790.8 790.8 790.5
S1 791.5 791.5 792.5 791.0
S2 790.3 790.3 792.5
S3 790.0 791.0 792.5
S4 789.5 790.5 792.3
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 846.3 840.3 804.0
R3 825.5 819.5 798.3
R2 804.8 804.8 796.3
R1 798.5 798.5 794.5 801.8
PP 784.0 784.0 784.0 785.5
S1 777.8 777.8 790.5 780.8
S2 763.0 763.0 788.8
S3 742.3 757.0 786.8
S4 721.5 736.3 781.0
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% 4.0 0.5% 112% True False 25
10 790.0 760.1 29.9 3.8% 3.5 0.5% 108% True False 34
20 790.0 737.9 52.1 6.6% 3.0 0.4% 105% True False 42
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 791.8
2.618 791.0
1.618 790.8
1.000 790.5
0.618 790.3
HIGH 790.0
0.618 789.8
0.500 789.8
0.382 789.8
LOW 789.5
0.618 789.3
1.000 789.3
1.618 789.0
2.618 788.5
4.250 788.0
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 791.5 789.8
PP 790.8 787.3
S1 789.8 784.5

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

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