ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	789.4	793.6	4.2	0.5%	777.6
High	789.4	803.0	13.6	1.7%	790.0
Low	783.4	793.6	10.2	1.3%	769.2
Close	787.5	803.6	16.1	2.0%	792.5
Range	6.0	9.4	3.4	56.7%	20.8
ATR	5.7	6.4	0.7	12.2%	0.0
Volume	5	22	17	340.0%	125

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	828.3	825.3	808.8
R3	818.8	816.0	806.3
R2	809.5	809.5	805.3
R1	806.5	806.5	804.5	808.0
PP	800.0	800.0	800.0	800.8
S1	797.3	797.3	802.8	798.5
S2	790.8	790.8	802.0
S3	781.3	787.8	801.0
S4	771.8	778.3	798.5

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	803.0	783.4	19.6	2.4%	3.8	0.5%	103%	True	False	23
10	803.0	769.2	33.8	4.2%	4.3	0.5%	102%	True	False	19
20	803.0	737.9	65.1	8.1%	3.5	0.4%	101%	True	False	40

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

Fibonacci Retracements and Extensions
4.250	843.0
2.618	827.5
1.618	818.3
1.000	812.5
0.618	808.8
HIGH	803.0
0.618	799.5
0.500	798.3
0.382	797.3
LOW	793.5
0.618	787.8
1.000	784.3
1.618	778.5
2.618	769.0
4.250	753.8

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	801.8	800.3
PP	800.0	796.8
S1	798.3	793.3

Download as Excel Spreadsheet

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

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