ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 790.0 790.2 0.2 0.0% 777.6
High 790.0 790.2 0.2 0.0% 790.0
Low 789.6 790.2 0.6 0.1% 769.2
Close 792.5 786.8 -5.7 -0.7% 792.5
Range 0.4 0.0 -0.4 -100.0% 20.8
ATR 6.0 5.7 -0.3 -4.4% 0.0
Volume 43 4 -39 -90.7% 125
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 789.0 788.0 786.8
R3 789.0 788.0 786.8
R2 789.0 789.0 786.8
R1 788.0 788.0 786.8 788.5
PP 789.0 789.0 789.0 789.3
S1 788.0 788.0 786.8 788.5
S2 789.0 789.0 786.8
S3 789.0 788.0 786.8
S4 789.0 788.0 786.8
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 846.3 840.3 804.0
R3 825.5 819.5 798.3
R2 804.8 804.8 796.3
R1 798.5 798.5 794.5 801.8
PP 784.0 784.0 784.0 785.5
S1 777.8 777.8 790.5 780.8
S2 763.0 763.0 788.8
S3 742.3 757.0 786.8
S4 721.5 736.3 781.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 790.2 769.2 21.0 2.7% 4.0 0.5% 84% True False 25
10 790.2 763.2 27.0 3.4% 3.5 0.5% 87% True False 18
20 790.2 737.9 52.3 6.6% 3.0 0.4% 93% True False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 790.3
2.618 790.3
1.618 790.3
1.000 790.3
0.618 790.3
HIGH 790.3
0.618 790.3
0.500 790.3
0.382 790.3
LOW 790.3
0.618 790.3
1.000 790.3
1.618 790.3
2.618 790.3
4.250 790.3
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 790.3 787.8
PP 789.0 787.5
S1 788.0 787.3

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

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