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

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

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