ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	822.9	824.1	1.2	0.1%	790.2
High	824.4	825.1	0.7	0.1%	827.1
Low	821.5	818.9	-2.6	-0.3%	783.4
Close	820.8	823.8	3.0	0.4%	823.9
Range	2.9	6.2	3.3	113.8%	43.7
ATR	6.9	6.9	-0.1	-0.7%	0.0
Volume	27	18	-9	-33.3%	37

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	841.3	838.8	827.3
R3	835.0	832.5	825.5
R2	828.8	828.8	825.0
R1	826.3	826.3	824.3	824.5
PP	822.5	822.5	822.5	821.8
S1	820.0	820.0	823.3	818.3
S2	816.5	816.5	822.8
S3	810.3	814.0	822.0
S4	804.0	807.8	820.5

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	793.6	33.5	4.1%	5.8	0.7%	90%	False	False	14
10	827.1	779.0	48.1	5.8%	5.0	0.6%	93%	False	False	19
20	827.1	758.0	69.1	8.4%	4.0	0.5%	95%	False	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	851.5
2.618	841.3
1.618	835.3
1.000	831.3
0.618	829.0
HIGH	825.0
0.618	822.8
0.500	822.0
0.382	821.3
LOW	819.0
0.618	815.0
1.000	812.8
1.618	808.8
2.618	802.8
4.250	792.5

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	823.3	823.3
PP	822.5	822.8
S1	822.0	822.5

Download as Excel Spreadsheet

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

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