ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	800.2	813.3	13.1	1.6%	796.0
High	817.8	815.4	-2.4	-0.3%	817.8
Low	798.3	806.6	8.3	1.0%	780.0
Close	814.4	811.6	-2.8	-0.3%	814.4
Range	19.5	8.8	-10.7	-54.9%	37.8
ATR	11.9	11.7	-0.2	-1.9%	0.0
Volume	148,979	174,313	25,334	17.0%	300,178

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	837.5	833.5	816.5
R3	828.8	824.5	814.0
R2	820.0	820.0	813.3
R1	815.8	815.8	812.5	813.5
PP	811.3	811.3	811.3	810.0
S1	807.0	807.0	810.8	804.8
S2	802.5	802.5	810.0
S3	793.5	798.3	809.3
S4	784.8	789.5	806.8

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	917.5	903.8	835.3
R3	879.8	866.0	824.8
R2	841.8	841.8	821.3
R1	828.3	828.3	817.8	835.0
PP	804.0	804.0	804.0	807.5
S1	790.3	790.3	811.0	797.3
S2	766.3	766.3	807.5
S3	728.5	752.5	804.0
S4	690.8	714.8	793.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	817.8	780.0	37.8	4.7%	14.3	1.7%	84%	False	False	94,403
10	825.0	780.0	45.0	5.5%	14.3	1.8%	70%	False	False	47,586
20	830.2	780.0	50.2	6.2%	11.8	1.5%	63%	False	False	23,829
40	830.2	763.2	67.0	8.3%	8.5	1.0%	72%	False	False	11,926

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	852.8
2.618	838.5
1.618	829.8
1.000	824.3
0.618	820.8
HIGH	815.5
0.618	812.0
0.500	811.0
0.382	810.0
LOW	806.5
0.618	801.3
1.000	797.8
1.618	792.3
2.618	783.5
4.250	769.3

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	811.5	809.0
PP	811.3	806.3
S1	811.0	803.5

Download as Excel Spreadsheet

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

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