ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	820.4	810.0	-10.4	-1.3%	822.9
High	826.1	811.1	-15.0	-1.8%	826.1
Low	818.7	807.6	-11.1	-1.4%	807.6
Close	820.2	809.6	-10.6	-1.3%	809.6
Range	7.4	3.5	-3.9	-52.7%	18.5
ATR	7.1	7.5	0.4	5.5%	0.0
Volume	5	5	0	0.0%	111

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	820.0	818.3	811.5
R3	816.5	814.8	810.5
R2	813.0	813.0	810.3
R1	811.3	811.3	810.0	810.3
PP	809.5	809.5	809.5	809.0
S1	807.8	807.8	809.3	806.8
S2	806.0	806.0	809.0
S3	802.5	804.3	808.8
S4	799.0	800.8	807.8

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	870.0	858.3	819.8
R3	851.5	839.8	814.8
R2	833.0	833.0	813.0
R1	821.3	821.3	811.3	817.8
PP	814.5	814.5	814.5	812.8
S1	802.8	802.8	808.0	799.3
S2	796.0	796.0	806.3
S3	777.5	784.3	804.5
S4	759.0	765.8	799.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	826.1	807.6	18.5	2.3%	6.0	0.7%	11%	False	True	22
10	827.1	783.4	43.7	5.4%	5.5	0.7%	60%	False	False	14
20	827.1	760.1	67.0	8.3%	4.5	0.6%	74%	False	False	24

Crabel Price Patterns
NR	True
NR4	True
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	0.5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	826.0
2.618	820.3
1.618	816.8
1.000	814.5
0.618	813.3
HIGH	811.0
0.618	809.8
0.500	809.3
0.382	809.0
LOW	807.5
0.618	805.5
1.000	804.0
1.618	802.0
2.618	798.5
4.250	792.8

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	809.5	816.8
PP	809.5	814.5
S1	809.3	812.0

Download as Excel Spreadsheet

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

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