ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	20-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	830.2	826.2	-4.0	-0.5%	816.0
High	830.2	826.2	-4.0	-0.5%	827.1
Low	825.5	815.9	-9.6	-1.2%	805.0
Close	823.8	818.8	-5.0	-0.6%	823.8
Range	4.7	10.3	5.6	119.1%	22.1
ATR	8.6	8.7	0.1	1.4%	0.0
Volume	2	63	61	3,050.0%	217

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	851.3	845.3	824.5
R3	841.0	835.0	821.8
R2	830.5	830.5	820.8
R1	824.8	824.8	819.8	822.5
PP	820.3	820.3	820.3	819.3
S1	814.5	814.5	817.8	812.3
S2	810.0	810.0	817.0
S3	799.8	804.0	816.0
S4	789.5	793.8	813.3

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	885.0	876.5	836.0
R3	862.8	854.3	830.0
R2	840.8	840.8	827.8
R1	832.3	832.3	825.8	836.5
PP	818.8	818.8	818.8	820.8
S1	810.3	810.3	821.8	814.5
S2	796.5	796.5	819.8
S3	774.5	788.0	817.8
S4	752.3	766.0	811.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	830.2	805.0	25.2	3.1%	10.8	1.3%	55%	False	False	29
10	830.2	805.0	25.2	3.1%	9.3	1.1%	55%	False	False	34
20	830.2	779.0	51.2	6.3%	7.0	0.9%	78%	False	False	27
40	830.2	734.0	96.2	11.7%	4.8	0.6%	88%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	870.0
2.618	853.3
1.618	842.8
1.000	836.5
0.618	832.5
HIGH	826.3
0.618	822.3
0.500	821.0
0.382	819.8
LOW	816.0
0.618	809.5
1.000	805.5
1.618	799.3
2.618	789.0
4.250	772.0

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	821.0	823.0
PP	820.3	821.8
S1	819.5	820.3

Download as Excel Spreadsheet

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

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