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

Download as Excel Spreadsheet

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

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