ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 19-Jun-2012

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	771.0	769.7	-1.3	-0.2%	777.4
High	776.0	786.2	10.2	1.3%	781.1
Low	758.7	766.0	7.3	1.0%	742.7
Close	769.0	781.0	12.0	1.6%	766.9
Range	17.3	20.2	2.9	16.8%	38.4
ATR	15.1	15.5	0.4	2.4%	0.0
Volume	127,679	138,943	11,264	8.8%	1,017,758

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	838.3	829.8	792.0
R3	818.3	809.8	786.5
R2	798.0	798.0	784.8
R1	789.5	789.5	782.8	793.8
PP	777.8	777.8	777.8	779.8
S1	769.3	769.3	779.3	773.5
S2	757.5	757.5	777.3
S3	737.3	749.0	775.5
S4	717.3	728.8	770.0

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	786.2	744.9	41.3	5.3%	16.5	2.1%	87%	True	False	155,910
10	786.2	742.7	43.5	5.6%	19.0	2.4%	88%	True	False	154,530
20	786.2	722.1	64.1	8.2%	15.8	2.0%	92%	True	False	77,413
40	825.1	722.1	103.0	13.2%	10.8	1.4%	57%	False	False	38,720

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	872.0
2.618	839.0
1.618	819.0
1.000	806.5
0.618	798.8
HIGH	786.3
0.618	778.5
0.500	776.0
0.382	773.8
LOW	766.0
0.618	753.5
1.000	745.8
1.618	733.3
2.618	713.0
4.250	680.3

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	779.3	777.8
PP	777.8	774.5
S1	776.0	771.3

Download as Excel Spreadsheet

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

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