ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	790.0	790.2	0.2	0.0%	777.6
High	790.0	790.2	0.2	0.0%	790.0
Low	789.6	790.2	0.6	0.1%	769.2
Close	792.5	786.8	-5.7	-0.7%	792.5
Range	0.4	0.0	-0.4	-100.0%	20.8
ATR	6.0	5.7	-0.3	-4.4%	0.0
Volume	43	4	-39	-90.7%	125

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	789.0	788.0	786.8
R3	789.0	788.0	786.8
R2	789.0	789.0	786.8
R1	788.0	788.0	786.8	788.5
PP	789.0	789.0	789.0	789.3
S1	788.0	788.0	786.8	788.5
S2	789.0	789.0	786.8
S3	789.0	788.0	786.8
S4	789.0	788.0	786.8

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	790.2	769.2	21.0	2.7%	4.0	0.5%	84%	True	False	25
10	790.2	763.2	27.0	3.4%	3.5	0.5%	87%	True	False	18
20	790.2	737.9	52.3	6.6%	3.0	0.4%	93%	True	False	42

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	790.3
2.618	790.3
1.618	790.3
1.000	790.3
0.618	790.3
HIGH	790.3
0.618	790.3
0.500	790.3
0.382	790.3
LOW	790.3
0.618	790.3
1.000	790.3
1.618	790.3
2.618	790.3
4.250	790.3

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	790.3	787.8
PP	789.0	787.5
S1	788.0	787.3

Download as Excel Spreadsheet

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

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