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

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

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