ICE Russell 2000 Mini Future June 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	813.3	812.3	-1.0	-0.1%	796.0
High	815.4	828.6	13.2	1.6%	817.8
Low	806.6	811.7	5.1	0.6%	780.0
Close	811.6	827.1	15.5	1.9%	814.4
Range	8.8	16.9	8.1	92.0%	37.8
ATR	11.7	12.0	0.4	3.3%	0.0
Volume	174,313	204,254	29,941	17.2%	300,178

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	873.3	867.0	836.5
R3	856.3	850.3	831.8
R2	839.3	839.3	830.3
R1	833.3	833.3	828.8	836.3
PP	822.5	822.5	822.5	824.0
S1	816.3	816.3	825.5	819.5
S2	805.5	805.5	824.0
S3	788.8	799.5	822.5
S4	771.8	782.5	817.8

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	828.6	784.0	44.6	5.4%	13.3	1.6%	97%	True	False	134,673
10	828.6	780.0	48.6	5.9%	15.5	1.9%	97%	True	False	68,007
20	830.2	780.0	50.2	6.1%	12.3	1.5%	94%	False	False	34,041
40	830.2	769.2	61.0	7.4%	8.8	1.0%	95%	False	False	17,032

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	1.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	900.5
2.618	872.8
1.618	856.0
1.000	845.5
0.618	839.0
HIGH	828.5
0.618	822.3
0.500	820.3
0.382	818.3
LOW	811.8
0.618	801.3
1.000	794.8
1.618	784.3
2.618	767.5
4.250	740.0

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	824.8	822.5
PP	822.5	818.0
S1	820.3	813.5

Download as Excel Spreadsheet

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

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