ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	757.4	748.9	-8.5	-1.1%	762.4
High	760.5	748.9	-11.6	-1.5%	773.8
Low	745.7	731.0	-14.7	-2.0%	731.0
Close	756.9	732.4	-24.5	-3.2%	732.4
Range	14.8	17.9	3.1	20.9%	42.8
ATR	9.9	11.0	1.1	11.5%	0.0
Volume	226	226	0	0.0%	486

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	791.3	779.8	742.3
R3	773.3	761.8	737.3
R2	755.3	755.3	735.8
R1	743.8	743.8	734.0	740.8
PP	737.5	737.5	737.5	735.8
S1	726.0	726.0	730.8	722.8
S2	719.5	719.5	729.0
S3	701.8	708.0	727.5
S4	683.8	690.3	722.5

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	874.3	846.0	756.0
R3	831.3	803.3	744.3
R2	788.5	788.5	740.3
R1	760.5	760.5	736.3	753.0
PP	745.8	745.8	745.8	742.0
S1	717.8	717.8	728.5	710.3
S2	703.0	703.0	724.5
S3	660.3	674.8	720.8
S4	617.3	632.0	708.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	773.8	731.0	42.8	5.8%	12.8	1.8%	3%	False	True	97
10	773.8	731.0	42.8	5.8%	10.3	1.4%	3%	False	True	58
20	789.3	731.0	58.3	8.0%	8.8	1.2%	2%	False	True	52

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	1.7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	825.0
2.618	795.8
1.618	777.8
1.000	766.8
0.618	760.0
HIGH	749.0
0.618	742.0
0.500	740.0
0.382	737.8
LOW	731.0
0.618	720.0
1.000	713.0
1.618	702.0
2.618	684.3
4.250	655.0

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	740.0	751.5
PP	737.5	745.3
S1	735.0	738.8

Download as Excel Spreadsheet

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

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