ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	729.0	749.0	20.0	2.7%	762.4
High	741.4	762.5	21.1	2.8%	773.8
Low	725.5	744.6	19.1	2.6%	731.0
Close	741.4	761.6	20.2	2.7%	732.4
Range	15.9	17.9	2.0	12.6%	42.8
ATR	11.5	12.2	0.7	5.9%	0.0
Volume	2,126	25,823	23,697	1,114.6%	486

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	810.0	803.8	771.5
R3	792.0	785.8	766.5
R2	774.3	774.3	765.0
R1	767.8	767.8	763.3	771.0
PP	756.3	756.3	756.3	757.8
S1	750.0	750.0	760.0	753.0
S2	738.3	738.3	758.3
S3	720.5	732.0	756.8
S4	702.5	714.3	751.8

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	762.5	722.1	40.4	5.3%	16.0	2.1%	98%	True	False	5,732
10	773.8	722.1	51.7	6.8%	12.3	1.6%	76%	False	False	2,872
20	788.4	722.1	66.3	8.7%	10.5	1.4%	60%	False	False	1,462

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 3 trading days

Fibonacci Retracements and Extensions
4.250	838.5
2.618	809.3
1.618	791.5
1.000	780.5
0.618	773.5
HIGH	762.5
0.618	755.8
0.500	753.5
0.382	751.5
LOW	744.5
0.618	733.5
1.000	726.8
1.618	715.8
2.618	697.8
4.250	668.5

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	759.0	755.3
PP	756.3	748.8
S1	753.5	742.3

Download as Excel Spreadsheet

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

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