ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 769.2 779.0 9.8 1.3% 760.1
High 775.0 790.0 15.0 1.9% 777.7
Low 769.2 779.0 9.8 1.3% 760.1
Close 782.8 788.8 6.0 0.8% 779.3
Range 5.8 11.0 5.2 89.7% 17.6
ATR 6.2 6.5 0.3 5.5% 0.0
Volume 8 27 19 237.5% 221
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 819.0 814.8 794.8
R3 808.0 803.8 791.8
R2 797.0 797.0 790.8
R1 792.8 792.8 789.8 795.0
PP 786.0 786.0 786.0 787.0
S1 781.8 781.8 787.8 784.0
S2 775.0 775.0 786.8
S3 764.0 770.8 785.8
S4 753.0 759.8 782.8
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 825.3 819.8 789.0
R3 807.5 802.3 784.3
R2 790.0 790.0 782.5
R1 784.8 784.8 781.0 787.3
PP 772.3 772.3 772.3 773.8
S1 767.0 767.0 777.8 769.8
S2 754.8 754.8 776.0
S3 737.3 749.5 774.5
S4 719.5 731.8 769.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 790.0 769.2 20.8 2.6% 5.0 0.6% 94% True False 15
10 790.0 758.0 32.0 4.1% 4.3 0.5% 96% True False 60
20 790.0 734.0 56.0 7.1% 3.0 0.4% 98% True False 38
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 0.2
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 836.8
2.618 818.8
1.618 807.8
1.000 801.0
0.618 796.8
HIGH 790.0
0.618 785.8
0.500 784.5
0.382 783.3
LOW 779.0
0.618 772.3
1.000 768.0
1.618 761.3
2.618 750.3
4.250 732.3
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 787.3 785.8
PP 786.0 782.8
S1 784.5 779.5

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

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