ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 815.2 820.4 5.2 0.6% 790.2
High 825.0 826.1 1.1 0.1% 827.1
Low 815.2 818.7 3.5 0.4% 783.4
Close 824.1 820.2 -3.9 -0.5% 823.9
Range 9.8 7.4 -2.4 -24.5% 43.7
ATR 7.1 7.1 0.0 0.3% 0.0
Volume 56 5 -51 -91.1% 37
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 843.8 839.5 824.3
R3 836.5 832.0 822.3
R2 829.0 829.0 821.5
R1 824.8 824.8 821.0 823.3
PP 821.8 821.8 821.8 821.0
S1 817.3 817.3 819.5 815.8
S2 814.3 814.3 818.8
S3 806.8 809.8 818.3
S4 799.5 802.5 816.3
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
5 827.1 815.2 11.9 1.5% 7.3 0.9% 42% False False 21
10 827.1 783.4 43.7 5.3% 5.3 0.6% 84% False False 18
20 827.1 760.1 67.0 8.2% 4.5 0.5% 90% False False 32
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 0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 857.5
2.618 845.5
1.618 838.0
1.000 833.5
0.618 830.8
HIGH 826.0
0.618 823.3
0.500 822.5
0.382 821.5
LOW 818.8
0.618 814.3
1.000 811.3
1.618 806.8
2.618 799.3
4.250 787.3
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 822.5 820.8
PP 821.8 820.5
S1 821.0 820.3

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

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