ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	817.7	822.9	5.2	0.6%	790.2
High	827.1	824.4	-2.7	-0.3%	827.1
Low	817.7	821.5	3.8	0.5%	783.4
Close	823.9	820.8	-3.1	-0.4%	823.9
Range	9.4	2.9	-6.5	-69.1%	43.7
ATR	7.2	6.9	-0.3	-4.3%	0.0
Volume	3	27	24	800.0%	37

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	831.0	828.8	822.5
R3	828.0	825.8	821.5
R2	825.3	825.3	821.3
R1	823.0	823.0	821.0	822.5
PP	822.3	822.3	822.3	822.0
S1	820.0	820.0	820.5	819.8
S2	819.3	819.3	820.3
S3	816.5	817.3	820.0
S4	813.5	814.3	819.3

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%	5.8	0.7%	86%	False	False	12
10	827.1	769.2	57.9	7.1%	4.8	0.6%	89%	False	False	18
20	827.1	758.0	69.1	8.4%	3.8	0.5%	91%	False	False	39

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	836.8
2.618	832.0
1.618	829.0
1.000	827.3
0.618	826.3
HIGH	824.5
0.618	823.3
0.500	823.0
0.382	822.5
LOW	821.5
0.618	819.8
1.000	818.5
1.618	816.8
2.618	814.0
4.250	809.3

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	823.0	819.5
PP	822.3	818.3
S1	821.5	817.0

Download as Excel Spreadsheet

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

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