ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	749.8	758.7	8.9	1.2%	777.4
High	760.2	768.8	8.6	1.1%	781.1
Low	745.1	756.4	11.3	1.5%	742.7
Close	759.4	766.9	7.5	1.0%	766.9
Range	15.1	12.4	-2.7	-17.9%	38.4
ATR	15.1	14.9	-0.2	-1.3%	0.0
Volume	179,637	128,904	-50,733	-28.2%	1,017,758

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	801.3	796.5	773.8
R3	788.8	784.0	770.3
R2	776.5	776.5	769.3
R1	771.8	771.8	768.0	774.0
PP	764.0	764.0	764.0	765.3
S1	759.3	759.3	765.8	761.8
S2	751.8	751.8	764.8
S3	739.3	746.8	763.5
S4	726.8	734.5	760.0

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	878.8	861.3	788.0
R3	840.3	822.8	777.5
R2	802.0	802.0	774.0
R1	784.5	784.5	770.5	774.0
PP	763.5	763.5	763.5	758.3
S1	746.0	746.0	763.5	735.5
S2	725.3	725.3	759.8
S3	686.8	707.8	756.3
S4	648.3	669.3	745.8

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	5.0%	20.0	2.6%	63%	False	False	203,551
10	781.1	722.1	59.0	7.7%	18.3	2.4%	76%	False	False	128,107
20	781.1	722.1	59.0	7.7%	14.3	1.9%	76%	False	False	64,082
40	825.1	722.1	103.0	13.4%	10.0	1.3%	43%	False	False	32,054

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 14 trading days

Fibonacci Retracements and Extensions
4.250	821.5
2.618	801.3
1.618	788.8
1.000	781.3
0.618	776.5
HIGH	768.8
0.618	764.0
0.500	762.5
0.382	761.3
LOW	756.5
0.618	748.8
1.000	744.0
1.618	736.3
2.618	724.0
4.250	703.8

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	765.5	763.5
PP	764.0	760.3
S1	762.5	756.8

Download as Excel Spreadsheet

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

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