ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	797.5	803.1	5.6	0.7%	766.1
High	805.4	816.3	10.9	1.4%	798.5
Low	792.3	802.7	10.4	1.3%	753.2
Close	803.3	815.6	12.3	1.5%	795.4
Range	13.1	13.6	0.5	3.8%	45.3
ATR	15.9	15.7	-0.2	-1.0%	0.0
Volume	126,210	73,666	-52,544	-41.6%	657,446

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	852.3	847.5	823.0
R3	838.8	834.0	819.3
R2	825.3	825.3	818.0
R1	820.3	820.3	816.8	822.8
PP	811.5	811.5	811.5	812.8
S1	806.8	806.8	814.3	809.3
S2	798.0	798.0	813.0
S3	784.3	793.3	811.8
S4	770.8	779.5	808.0

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	816.3	759.3	57.0	7.0%	17.3	2.1%	99%	True	False	125,590
10	816.3	753.2	63.1	7.7%	15.8	1.9%	99%	True	False	127,884
20	816.3	742.7	73.6	9.0%	17.5	2.1%	99%	True	False	141,207
40	816.3	722.1	94.2	11.5%	13.8	1.7%	99%	True	False	70,689

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	2.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	874.0
2.618	852.0
1.618	838.3
1.000	830.0
0.618	824.8
HIGH	816.3
0.618	811.0
0.500	809.5
0.382	808.0
LOW	802.8
0.618	794.3
1.000	789.0
1.618	780.8
2.618	767.0
4.250	745.0

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	813.5	807.8
PP	811.5	800.0
S1	809.5	792.3

Download as Excel Spreadsheet

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

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