ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	777.4	745.8	-31.6	-4.1%	722.1
High	781.1	760.8	-20.3	-2.6%	772.5
Low	744.2	742.7	-1.5	-0.2%	722.1
Close	745.2	760.0	14.8	2.0%	766.4
Range	36.9	18.1	-18.8	-50.9%	50.4
ATR	14.7	15.0	0.2	1.6%	0.0
Volume	226,488	278,340	51,852	22.9%	263,315

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	808.8	802.5	770.0
R3	790.8	784.5	765.0
R2	772.5	772.5	763.3
R1	766.3	766.3	761.8	769.5
PP	754.5	754.5	754.5	756.0
S1	748.3	748.3	758.3	751.3
S2	736.5	736.5	756.8
S3	718.3	730.0	755.0
S4	700.3	712.0	750.0

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	781.1	742.7	38.4	5.1%	21.8	2.9%	45%	False	True	153,151
10	781.1	722.1	59.0	7.8%	18.5	2.5%	64%	False	False	76,861
20	781.1	722.1	59.0	7.8%	14.5	1.9%	64%	False	False	38,458
40	825.1	722.1	103.0	13.6%	9.0	1.2%	37%	False	False	19,232

Crabel Price Patterns
NR	True
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	4.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	837.8
2.618	808.3
1.618	790.0
1.000	779.0
0.618	772.0
HIGH	760.8
0.618	754.0
0.500	751.8
0.382	749.5
LOW	742.8
0.618	731.5
1.000	724.5
1.618	713.5
2.618	695.3
4.250	665.8

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	757.3	762.0
PP	754.5	761.3
S1	751.8	760.8

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

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