ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 14-Jun-2012

Day Change Summary
	Previous	Current
	13-Jun-2012	14-Jun-2012	Change	Change %	Previous Week
Open	758.7	749.8	-8.9	-1.2%	722.1
High	761.9	760.2	-1.7	-0.2%	772.5
Low	744.9	745.1	0.2	0.0%	722.1
Close	748.8	759.4	10.6	1.4%	766.4
Range	17.0	15.1	-1.9	-11.2%	50.4
ATR	15.1	15.1	0.0	0.0%	0.0
Volume	204,389	179,637	-24,752	-12.1%	263,315

Daily Pivots for day following 14-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	800.3	795.0	767.8
R3	785.0	779.8	763.5
R2	770.0	770.0	762.3
R1	764.8	764.8	760.8	767.3
PP	755.0	755.0	755.0	756.3
S1	749.5	749.5	758.0	752.3
S2	739.8	739.8	756.8
S3	724.8	734.5	755.3
S4	709.5	719.5	751.0

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%	21.0	2.8%	43%	False	False	212,264
10	781.1	722.1	59.0	7.8%	18.8	2.5%	63%	False	False	115,239
20	781.1	722.1	59.0	7.8%	14.5	1.9%	63%	False	False	57,646
40	825.1	722.1	103.0	13.6%	9.5	1.3%	36%	False	False	28,832

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.0
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	824.5
2.618	799.8
1.618	784.8
1.000	775.3
0.618	769.5
HIGH	760.3
0.618	754.5
0.500	752.8
0.382	750.8
LOW	745.0
0.618	735.8
1.000	730.0
1.618	720.8
2.618	705.5
4.250	681.0

Fisher Pivots for day following 14-Jun-2012
Pivot	1 day	3 day
R1	757.3	757.0
PP	755.0	754.8
S1	752.8	752.3

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

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