ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 18-Jun-2012

Day Change Summary
	Previous	Current
	15-Jun-2012	18-Jun-2012	Change	Change %	Previous Week
Open	758.7	771.0	12.3	1.6%	777.4
High	768.8	776.0	7.2	0.9%	781.1
Low	756.4	758.7	2.3	0.3%	742.7
Close	766.9	769.0	2.1	0.3%	766.9
Range	12.4	17.3	4.9	39.5%	38.4
ATR	14.9	15.1	0.2	1.1%	0.0
Volume	128,904	127,679	-1,225	-1.0%	1,017,758

Daily Pivots for day following 18-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	819.8	811.8	778.5
R3	802.5	794.5	773.8
R2	785.3	785.3	772.3
R1	777.0	777.0	770.5	772.5
PP	768.0	768.0	768.0	765.5
S1	759.8	759.8	767.5	755.3
S2	750.5	750.5	765.8
S3	733.3	742.5	764.3
S4	716.0	725.3	759.5

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	776.0	742.7	33.3	4.3%	16.0	2.1%	79%	True	False	183,789
10	781.1	725.5	55.6	7.2%	18.8	2.4%	78%	False	False	140,849
20	781.1	722.1	59.0	7.7%	15.0	1.9%	79%	False	False	70,466
40	825.1	722.1	103.0	13.4%	10.3	1.3%	46%	False	False	35,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	4.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	849.5
2.618	821.3
1.618	804.0
1.000	793.3
0.618	786.8
HIGH	776.0
0.618	769.5
0.500	767.3
0.382	765.3
LOW	758.8
0.618	748.0
1.000	741.5
1.618	730.8
2.618	713.5
4.250	685.3

Fisher Pivots for day following 18-Jun-2012
Pivot	1 day	3 day
R1	768.5	766.3
PP	768.0	763.3
S1	767.3	760.5

Download as Excel Spreadsheet

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

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