ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	773.1	768.7	-4.4	-0.6%	766.1
High	774.8	798.5	23.7	3.1%	798.5
Low	760.1	768.0	7.9	1.0%	753.2
Close	771.9	795.4	23.5	3.0%	795.4
Range	14.7	30.5	15.8	107.5%	45.3
ATR	15.0	16.1	1.1	7.4%	0.0
Volume	155,842	166,507	10,665	6.8%	657,446

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	878.8	867.5	812.3
R3	848.3	837.0	803.8
R2	817.8	817.8	801.0
R1	806.5	806.5	798.3	812.3
PP	787.3	787.3	787.3	790.0
S1	776.0	776.0	792.5	781.8
S2	756.8	756.8	789.8
S3	726.3	745.5	787.0
S4	695.8	715.0	778.5

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	918.3	902.3	820.3
R3	873.0	856.8	807.8
R2	827.8	827.8	803.8
R1	811.5	811.5	799.5	819.5
PP	782.3	782.3	782.3	786.5
S1	766.3	766.3	791.3	774.3
S2	737.0	737.0	787.0
S3	691.8	721.0	783.0
S4	646.5	675.8	770.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	798.5	753.2	45.3	5.7%	17.3	2.2%	93%	True	False	131,489
10	798.5	753.2	45.3	5.7%	16.8	2.1%	93%	True	False	134,559
20	798.5	722.1	76.4	9.6%	17.5	2.2%	96%	True	False	131,333
40	798.5	722.1	76.4	9.6%	13.0	1.6%	96%	True	False	65,692

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	3.2
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	928.0
2.618	878.3
1.618	847.8
1.000	829.0
0.618	817.3
HIGH	798.5
0.618	786.8
0.500	783.3
0.382	779.8
LOW	768.0
0.618	749.3
1.000	737.5
1.618	718.8
2.618	688.3
4.250	638.5

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	791.3	790.0
PP	787.3	784.5
S1	783.3	779.0

Download as Excel Spreadsheet

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

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