ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	815.8	820.3	4.5	0.6%	822.9
High	820.9	820.3	-0.6	-0.1%	826.1
Low	812.7	806.5	-6.2	-0.8%	807.6
Close	816.2	809.5	-6.7	-0.8%	809.6
Range	8.2	13.8	5.6	68.3%	18.5
ATR	7.7	8.2	0.4	5.6%	0.0
Volume	7	59	52	742.9%	111

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	853.5	845.3	817.0
R3	839.8	831.5	813.3
R2	826.0	826.0	812.0
R1	817.8	817.8	810.8	815.0
PP	812.0	812.0	812.0	810.8
S1	804.0	804.0	808.3	801.0
S2	798.3	798.3	807.0
S3	784.5	790.0	805.8
S4	770.8	776.3	802.0

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	806.5	19.6	2.4%	8.3	1.0%	15%	False	True	41
10	827.1	806.5	20.6	2.5%	7.0	0.9%	15%	False	True	31
20	827.1	769.2	57.9	7.2%	5.8	0.7%	70%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.2
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	879.0
2.618	856.5
1.618	842.8
1.000	834.0
0.618	828.8
HIGH	820.3
0.618	815.0
0.500	813.5
0.382	811.8
LOW	806.5
0.618	798.0
1.000	792.8
1.618	784.3
2.618	770.3
4.250	747.8

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	813.5	813.8
PP	812.0	812.3
S1	810.8	811.0

Download as Excel Spreadsheet

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

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