ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 790.2 789.4 -0.8 -0.1% 777.6
High 790.2 789.4 -0.8 -0.1% 790.0
Low 790.2 783.4 -6.8 -0.9% 769.2
Close 786.8 787.5 0.7 0.1% 792.5
Range 0.0 6.0 6.0 20.8
ATR 5.7 5.7 0.0 0.4% 0.0
Volume 4 5 1 25.0% 125
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 804.8 802.3 790.8
R3 798.8 796.3 789.3
R2 792.8 792.8 788.5
R1 790.3 790.3 788.0 788.5
PP 786.8 786.8 786.8 786.0
S1 784.3 784.3 787.0 782.5
S2 780.8 780.8 786.5
S3 774.8 778.3 785.8
S4 768.8 772.3 784.3
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
5 790.2 779.0 11.2 1.4% 4.0 0.5% 76% False False 24
10 790.2 769.2 21.0 2.7% 3.5 0.4% 87% False False 17
20 790.2 737.9 52.3 6.6% 3.3 0.4% 95% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 815.0
2.618 805.0
1.618 799.0
1.000 795.5
0.618 793.0
HIGH 789.5
0.618 787.0
0.500 786.5
0.382 785.8
LOW 783.5
0.618 779.8
1.000 777.5
1.618 773.8
2.618 767.8
4.250 758.0
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 787.3 787.3
PP 786.8 787.0
S1 786.5 786.8

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

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