ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	763.0	766.1	3.1	0.4%	771.0
High	772.7	769.2	-3.5	-0.5%	786.2
Low	761.3	755.0	-6.3	-0.8%	758.7
Close	769.0	756.7	-12.3	-1.6%	769.0
Range	11.4	14.2	2.8	24.6%	27.5
ATR	15.4	15.3	-0.1	-0.5%	0.0
Volume	120,860	116,732	-4,128	-3.4%	688,148

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	803.0	794.0	764.5
R3	788.8	779.8	760.5
R2	774.5	774.5	759.3
R1	765.5	765.5	758.0	763.0
PP	760.3	760.3	760.3	759.0
S1	751.5	751.5	755.5	748.8
S2	746.0	746.0	754.0
S3	732.0	737.3	752.8
S4	717.8	723.0	749.0

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	755.0	31.2	4.1%	15.8	2.1%	5%	False	True	135,440
10	786.2	742.7	43.5	5.7%	16.0	2.1%	32%	False	False	159,615
20	786.2	722.1	64.1	8.5%	17.0	2.3%	54%	False	False	104,321
40	808.2	722.1	86.1	11.4%	11.5	1.5%	40%	False	False	52,175

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	829.5
2.618	806.5
1.618	792.3
1.000	783.5
0.618	778.0
HIGH	769.3
0.618	763.8
0.500	762.0
0.382	760.5
LOW	755.0
0.618	746.3
1.000	740.8
1.618	732.0
2.618	717.8
4.250	694.8

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	762.0	768.8
PP	760.3	764.8
S1	758.5	760.8

Download as Excel Spreadsheet

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

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