ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	766.1	758.0	-8.1	-1.1%	771.0
High	769.2	764.9	-4.3	-0.6%	786.2
Low	755.0	753.2	-1.8	-0.2%	758.7
Close	756.7	762.4	5.7	0.8%	769.0
Range	14.2	11.7	-2.5	-17.6%	27.5
ATR	15.3	15.0	-0.3	-1.7%	0.0
Volume	116,732	112,639	-4,093	-3.5%	688,148

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	795.3	790.5	768.8
R3	783.5	778.8	765.5
R2	771.8	771.8	764.5
R1	767.3	767.3	763.5	769.5
PP	760.3	760.3	760.3	761.3
S1	755.5	755.5	761.3	757.8
S2	748.5	748.5	760.3
S3	736.8	743.8	759.3
S4	725.0	732.0	756.0

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	753.2	33.0	4.3%	14.3	1.9%	28%	False	True	130,179
10	786.2	744.9	41.3	5.4%	15.3	2.0%	42%	False	False	143,044
20	786.2	722.1	64.1	8.4%	17.0	2.2%	63%	False	False	109,953
40	806.0	722.1	83.9	11.0%	11.8	1.5%	48%	False	False	54,991

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	814.5
2.618	795.5
1.618	783.8
1.000	776.5
0.618	772.3
HIGH	765.0
0.618	760.5
0.500	759.0
0.382	757.8
LOW	753.3
0.618	746.0
1.000	741.5
1.618	734.3
2.618	722.5
4.250	703.5

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	761.3	763.0
PP	760.3	762.8
S1	759.0	762.5

Download as Excel Spreadsheet

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

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