ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 07-Jun-2012

Day Change Summary
	Previous	Current
	06-Jun-2012	07-Jun-2012	Change	Change %	Previous Week
Open	749.0	763.0	14.0	1.9%	762.4
High	762.5	772.5	10.0	1.3%	773.8
Low	744.6	754.6	10.0	1.3%	731.0
Close	761.6	756.9	-4.7	-0.6%	732.4
Range	17.9	17.9	0.0	0.0%	42.8
ATR	12.2	12.6	0.4	3.3%	0.0
Volume	25,823	62,636	36,813	142.6%	486

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	815.0	803.8	766.8
R3	797.3	786.0	761.8
R2	779.3	779.3	760.3
R1	768.0	768.0	758.5	764.8
PP	761.3	761.3	761.3	759.8
S1	750.3	750.3	755.3	746.8
S2	743.5	743.5	753.5
S3	725.5	732.3	752.0
S4	707.8	714.3	747.0

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	772.5	722.1	50.4	6.7%	16.5	2.2%	69%	True	False	18,214
10	773.8	722.1	51.7	6.8%	13.3	1.7%	67%	False	False	9,134
20	786.1	722.1	64.0	8.5%	11.3	1.5%	54%	False	False	4,594

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	2.7

Fibonacci Retracements and Extensions
4.250	848.5
2.618	819.3
1.618	801.5
1.000	790.5
0.618	783.5
HIGH	772.5
0.618	765.8
0.500	763.5
0.382	761.5
LOW	754.5
0.618	743.5
1.000	736.8
1.618	725.8
2.618	707.8
4.250	678.5

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	763.5	754.3
PP	761.3	751.8
S1	759.0	749.0

Download as Excel Spreadsheet

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

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