ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	768.7	797.5	28.8	3.7%	766.1
High	798.5	805.4	6.9	0.9%	798.5
Low	768.0	792.3	24.3	3.2%	753.2
Close	795.4	803.3	7.9	1.0%	795.4
Range	30.5	13.1	-17.4	-57.0%	45.3
ATR	16.1	15.9	-0.2	-1.3%	0.0
Volume	166,507	126,210	-40,297	-24.2%	657,446

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	839.8	834.5	810.5
R3	826.5	821.5	807.0
R2	813.5	813.5	805.8
R1	808.3	808.3	804.5	811.0
PP	800.3	800.3	800.3	801.5
S1	795.3	795.3	802.0	797.8
S2	787.3	787.3	801.0
S3	774.3	782.3	799.8
S4	761.0	769.0	796.0

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	805.4	753.2	52.2	6.5%	17.0	2.1%	96%	True	False	133,384
10	805.4	753.2	52.2	6.5%	16.5	2.0%	96%	True	False	134,412
20	805.4	725.5	79.9	9.9%	17.5	2.2%	97%	True	False	137,630
40	805.4	722.1	83.3	10.4%	13.5	1.7%	97%	True	False	68,848

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	3.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	861.0
2.618	839.8
1.618	826.5
1.000	818.5
0.618	813.5
HIGH	805.5
0.618	800.5
0.500	798.8
0.382	797.3
LOW	792.3
0.618	784.3
1.000	779.3
1.618	771.0
2.618	758.0
4.250	736.5

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	801.8	796.5
PP	800.3	789.5
S1	798.8	782.8

Download as Excel Spreadsheet

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

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