ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	722.1	729.0	6.9	1.0%	762.4
High	735.5	741.4	5.9	0.8%	773.8
Low	722.1	725.5	3.4	0.5%	731.0
Close	729.2	741.4	12.2	1.7%	732.4
Range	13.4	15.9	2.5	18.7%	42.8
ATR	11.2	11.5	0.3	3.0%	0.0
Volume	261	2,126	1,865	714.6%	486

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	783.8	778.5	750.3
R3	768.0	762.5	745.8
R2	752.0	752.0	744.3
R1	746.8	746.8	742.8	749.3
PP	736.0	736.0	736.0	737.5
S1	730.8	730.8	740.0	733.5
S2	720.3	720.3	738.5
S3	704.3	715.0	737.0
S4	688.5	699.0	732.8

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	772.0	722.1	49.9	6.7%	15.5	2.1%	39%	False	False	571
10	773.8	722.1	51.7	7.0%	12.3	1.6%	37%	False	False	296
20	788.4	722.1	66.3	8.9%	10.0	1.4%	29%	False	False	171

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	2.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	809.0
2.618	783.0
1.618	767.3
1.000	757.3
0.618	751.3
HIGH	741.5
0.618	735.3
0.500	733.5
0.382	731.5
LOW	725.5
0.618	715.8
1.000	709.5
1.618	699.8
2.618	683.8
4.250	658.0

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	738.8	739.5
PP	736.0	737.5
S1	733.5	735.5

Download as Excel Spreadsheet

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

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