ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	779.0	763.0	-16.0	-2.1%	771.0
High	782.5	772.7	-9.8	-1.3%	786.2
Low	759.9	761.3	1.4	0.2%	758.7
Close	761.0	769.0	8.0	1.1%	769.0
Range	22.6	11.4	-11.2	-49.6%	27.5
ATR	15.7	15.4	-0.3	-1.8%	0.0
Volume	158,699	120,860	-37,839	-23.8%	688,148

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	801.8	796.8	775.3
R3	790.5	785.5	772.3
R2	779.0	779.0	771.0
R1	774.0	774.0	770.0	776.5
PP	767.8	767.8	767.8	769.0
S1	762.8	762.8	768.0	765.3
S2	756.3	756.3	767.0
S3	744.8	751.3	765.8
S4	733.5	739.8	762.8

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	853.8	839.0	784.0
R3	826.3	811.5	776.5
R2	798.8	798.8	774.0
R1	784.0	784.0	771.5	777.5
PP	771.3	771.3	771.3	768.3
S1	756.5	756.5	766.5	750.0
S2	743.8	743.8	764.0
S3	716.3	729.0	761.5
S4	688.8	701.5	754.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	786.2	758.7	27.5	3.6%	16.5	2.1%	37%	False	False	137,629
10	786.2	742.7	43.5	5.7%	18.3	2.4%	60%	False	False	170,590
20	786.2	722.1	64.1	8.3%	16.5	2.1%	73%	False	False	98,485
40	825.1	722.1	103.0	13.4%	11.5	1.5%	46%	False	False	49,257

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	821.3
2.618	802.5
1.618	791.3
1.000	784.0
0.618	779.8
HIGH	772.8
0.618	768.3
0.500	767.0
0.382	765.8
LOW	761.3
0.618	754.3
1.000	750.0
1.618	742.8
2.618	731.5
4.250	712.8

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	768.3	773.0
PP	767.8	771.8
S1	767.0	770.3

Download as Excel Spreadsheet

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

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