ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 21-Jun-2012

Day Change Summary
	Previous	Current
	20-Jun-2012	21-Jun-2012	Change	Change %	Previous Week
Open	780.7	779.0	-1.7	-0.2%	777.4
High	786.2	782.5	-3.7	-0.5%	781.1
Low	775.3	759.9	-15.4	-2.0%	742.7
Close	780.7	761.0	-19.7	-2.5%	766.9
Range	10.9	22.6	11.7	107.3%	38.4
ATR	15.1	15.7	0.5	3.5%	0.0
Volume	141,967	158,699	16,732	11.8%	1,017,758

Daily Pivots for day following 21-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	835.5	821.0	773.5
R3	813.0	798.3	767.3
R2	790.5	790.5	765.3
R1	775.8	775.8	763.0	771.8
PP	767.8	767.8	767.8	765.8
S1	753.0	753.0	759.0	749.3
S2	745.3	745.3	756.8
S3	722.5	730.5	754.8
S4	700.0	708.0	748.5

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	786.2	756.4	29.8	3.9%	16.8	2.2%	15%	False	False	139,238
10	786.2	742.7	43.5	5.7%	18.8	2.5%	42%	False	False	175,751
20	786.2	722.1	64.1	8.4%	16.0	2.1%	61%	False	False	92,443
40	825.1	722.1	103.0	13.5%	11.3	1.5%	38%	False	False	46,236

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.3
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	878.5
2.618	841.8
1.618	819.0
1.000	805.0
0.618	796.5
HIGH	782.5
0.618	773.8
0.500	771.3
0.382	768.5
LOW	760.0
0.618	746.0
1.000	737.3
1.618	723.3
2.618	700.8
4.250	663.8

Fisher Pivots for day following 21-Jun-2012
Pivot	1 day	3 day
R1	771.3	773.0
PP	767.8	769.0
S1	764.5	765.0

Download as Excel Spreadsheet

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

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