ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	748.9	722.1	-26.8	-3.6%	762.4
High	748.9	735.5	-13.4	-1.8%	773.8
Low	731.0	722.1	-8.9	-1.2%	731.0
Close	732.4	729.2	-3.2	-0.4%	732.4
Range	17.9	13.4	-4.5	-25.1%	42.8
ATR	11.0	11.2	0.2	1.5%	0.0
Volume	226	261	35	15.5%	486

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	769.3	762.5	736.5
R3	755.8	749.3	733.0
R2	742.3	742.3	731.8
R1	735.8	735.8	730.5	739.0
PP	729.0	729.0	729.0	730.5
S1	722.3	722.3	728.0	725.8
S2	715.5	715.5	726.8
S3	702.3	709.0	725.5
S4	688.8	695.5	721.8

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	722.1	51.7	7.1%	15.0	2.1%	14%	False	True	148
10	773.8	722.1	51.7	7.1%	11.3	1.5%	14%	False	True	84
20	788.4	722.1	66.3	9.1%	9.3	1.3%	11%	False	True	65

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	False
Stretch	1.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	792.5
2.618	770.5
1.618	757.3
1.000	749.0
0.618	743.8
HIGH	735.5
0.618	730.5
0.500	728.8
0.382	727.3
LOW	722.0
0.618	713.8
1.000	708.8
1.618	700.5
2.618	687.0
4.250	665.3

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	729.0	741.3
PP	729.0	737.3
S1	728.8	733.3

Download as Excel Spreadsheet

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

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