ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	763.0	757.1	-5.9	-0.8%	722.1
High	772.5	766.8	-5.7	-0.7%	772.5
Low	754.6	748.6	-6.0	-0.8%	722.1
Close	756.9	766.4	9.5	1.3%	766.4
Range	17.9	18.2	0.3	1.7%	50.4
ATR	12.6	13.0	0.4	3.1%	0.0
Volume	62,636	172,469	109,833	175.4%	263,315

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	815.3	809.0	776.5
R3	797.0	790.8	771.5
R2	778.8	778.8	769.8
R1	772.5	772.5	768.0	775.8
PP	760.5	760.5	760.5	762.3
S1	754.5	754.5	764.8	757.5
S2	742.5	742.5	763.0
S3	724.3	736.3	761.5
S4	706.0	718.0	756.5

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	904.8	886.0	794.0
R3	854.5	835.8	780.3
R2	804.0	804.0	775.8
R1	785.3	785.3	771.0	794.8
PP	753.8	753.8	753.8	758.5
S1	734.8	734.8	761.8	744.3
S2	703.3	703.3	757.3
S3	652.8	684.5	752.5
S4	602.5	634.0	738.8

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	6.6%	16.8	2.2%	88%	False	False	52,663
10	773.8	722.1	51.7	6.7%	14.8	1.9%	86%	False	False	26,380
20	784.2	722.1	62.1	8.1%	12.0	1.6%	71%	False	False	13,217

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	3.5
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	844.3
2.618	814.5
1.618	796.3
1.000	785.0
0.618	778.0
HIGH	766.8
0.618	759.8
0.500	757.8
0.382	755.5
LOW	748.5
0.618	737.3
1.000	730.5
1.618	719.3
2.618	701.0
4.250	671.3

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	763.5	763.8
PP	760.5	761.3
S1	757.8	758.5

Download as Excel Spreadsheet

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

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