ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 806.9 817.7 10.8 1.3% 790.2
High 807.5 827.1 19.6 2.4% 827.1
Low 806.9 817.7 10.8 1.3% 783.4
Close 807.0 823.9 16.9 2.1% 823.9
Range 0.6 9.4 8.8 1,466.7% 43.7
ATR 6.2 7.2 1.0 15.8% 0.0
Volume 3 3 0 0.0% 37
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 851.0 847.0 829.0
R3 841.8 837.5 826.5
R2 832.3 832.3 825.5
R1 828.0 828.0 824.8 830.3
PP 823.0 823.0 823.0 824.0
S1 818.8 818.8 823.0 820.8
S2 813.5 813.5 822.3
S3 804.0 809.3 821.3
S4 794.8 800.0 818.8
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 942.5 927.0 848.0
R3 898.8 883.3 836.0
R2 855.3 855.3 832.0
R1 839.5 839.5 828.0 847.3
PP 811.5 811.5 811.5 815.5
S1 795.8 795.8 820.0 803.8
S2 767.8 767.8 816.0
S3 724.0 752.3 812.0
S4 680.3 708.5 799.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.1 783.4 43.7 5.3% 5.0 0.6% 93% True False 7
10 827.1 769.2 57.9 7.0% 4.5 0.6% 94% True False 16
20 827.1 737.9 89.2 10.8% 4.0 0.5% 96% True False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 867.0
2.618 851.8
1.618 842.3
1.000 836.5
0.618 833.0
HIGH 827.0
0.618 823.5
0.500 822.5
0.382 821.3
LOW 817.8
0.618 812.0
1.000 808.3
1.618 802.5
2.618 793.0
4.250 777.8
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 823.5 819.5
PP 823.0 814.8
S1 822.5 810.3

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

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