ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	793.6	806.9	13.3	1.7%	777.6
High	803.0	807.5	4.5	0.6%	790.0
Low	793.6	806.9	13.3	1.7%	769.2
Close	803.6	807.0	3.4	0.4%	792.5
Range	9.4	0.6	-8.8	-93.6%	20.8
ATR	6.4	6.2	-0.2	-2.8%	0.0
Volume	22	3	-19	-86.4%	125

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	809.0	808.5	807.3
R3	808.3	808.0	807.3
R2	807.8	807.8	807.0
R1	807.3	807.3	807.0	807.5
PP	807.3	807.3	807.3	807.3
S1	806.8	806.8	807.0	807.0
S2	806.5	806.5	807.0
S3	806.0	806.3	806.8
S4	805.3	805.5	806.8

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	807.5	783.4	24.1	3.0%	3.3	0.4%	98%	True	False	15
10	807.5	769.2	38.3	4.7%	4.0	0.5%	99%	True	False	17
20	807.5	737.9	69.6	8.6%	3.5	0.4%	99%	True	False	39

Crabel Price Patterns
NR	True
NR4	False
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	0.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	810.0
2.618	809.0
1.618	808.5
1.000	808.0
0.618	807.8
HIGH	807.5
0.618	807.3
0.500	807.3
0.382	807.3
LOW	807.0
0.618	806.5
1.000	806.3
1.618	806.0
2.618	805.3
4.250	804.3

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	807.3	803.3
PP	807.3	799.3
S1	807.0	795.5

Download as Excel Spreadsheet

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

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