ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	801.5	785.7	-15.8	-2.0%	809.5
High	801.5	791.4	-10.1	-1.3%	825.0
Low	780.0	784.0	4.0	0.5%	794.5
Close	782.8	791.3	8.5	1.1%	797.2
Range	21.5	7.4	-14.1	-65.6%	30.5
ATR	11.3	11.1	-0.2	-1.7%	0.0
Volume	2,905	24,090	21,185	729.3%	1,395

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	811.0	808.5	795.3
R3	803.8	801.3	793.3
R2	796.3	796.3	792.8
R1	793.8	793.8	792.0	795.0
PP	789.0	789.0	789.0	789.5
S1	786.5	786.5	790.5	787.8
S2	781.5	781.5	790.0
S3	774.0	779.0	789.3
S4	766.8	771.5	787.3

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	897.0	877.8	814.0
R3	866.5	847.3	805.5
R2	836.0	836.0	802.8
R1	816.8	816.8	800.0	811.0
PP	805.5	805.5	805.5	802.8
S1	786.3	786.3	794.5	780.5
S2	775.0	775.0	791.5
S3	744.5	755.8	788.8
S4	714.0	725.3	780.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	818.9	780.0	38.9	4.9%	14.8	1.9%	29%	False	False	6,151
10	827.0	780.0	47.0	5.9%	12.8	1.6%	24%	False	False	3,090
20	830.2	780.0	50.2	6.3%	10.8	1.4%	23%	False	False	1,585
40	830.2	758.0	72.2	9.1%	7.5	1.0%	46%	False	False	813

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.9
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	822.8
2.618	810.8
1.618	803.3
1.000	798.8
0.618	796.0
HIGH	791.5
0.618	788.5
0.500	787.8
0.382	786.8
LOW	784.0
0.618	779.5
1.000	776.5
1.618	772.0
2.618	764.8
4.250	752.5

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	790.0	791.0
PP	789.0	791.0
S1	787.8	790.8

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

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