ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	769.7	780.7	11.0	1.4%	777.4
High	786.2	786.2	0.0	0.0%	781.1
Low	766.0	775.3	9.3	1.2%	742.7
Close	781.0	780.7	-0.3	0.0%	766.9
Range	20.2	10.9	-9.3	-46.0%	38.4
ATR	15.5	15.1	-0.3	-2.1%	0.0
Volume	138,943	141,967	3,024	2.2%	1,017,758

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	813.5	808.0	786.8
R3	802.5	797.0	783.8
R2	791.8	791.8	782.8
R1	786.3	786.3	781.8	786.3
PP	780.8	780.8	780.8	780.8
S1	775.3	775.3	779.8	775.3
S2	769.8	769.8	778.8
S3	759.0	764.3	777.8
S4	748.0	753.5	774.8

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	745.1	41.1	5.3%	15.3	1.9%	87%	True	False	143,426
10	786.2	742.7	43.5	5.6%	18.5	2.4%	87%	True	False	166,145
20	786.2	722.1	64.1	8.2%	15.3	2.0%	91%	True	False	84,508
40	825.1	722.1	103.0	13.2%	10.8	1.4%	57%	False	False	42,269

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	4.8
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	832.5
2.618	814.8
1.618	803.8
1.000	797.0
0.618	793.0
HIGH	786.3
0.618	782.0
0.500	780.8
0.382	779.5
LOW	775.3
0.618	768.5
1.000	764.5
1.618	757.8
2.618	746.8
4.250	729.0

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	780.8	778.0
PP	780.8	775.3
S1	780.8	772.5

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

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