ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 06-Jul-2012

Day Change Summary
	Previous	Current
	05-Jul-2012	06-Jul-2012	Change	Change %	Previous Week
Open	814.8	814.7	-0.1	0.0%	797.5
High	820.5	815.6	-4.9	-0.6%	820.5
Low	809.7	801.0	-8.7	-1.1%	792.3
Close	814.3	804.6	-9.7	-1.2%	804.6
Range	10.8	14.6	3.8	35.2%	28.2
ATR	15.4	15.3	-0.1	-0.4%	0.0
Volume	118,319	110,310	-8,009	-6.8%	428,505

Daily Pivots for day following 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	850.8	842.3	812.8
R3	836.3	827.8	808.5
R2	821.8	821.8	807.3
R1	813.3	813.3	806.0	810.0
PP	807.0	807.0	807.0	805.5
S1	798.5	798.5	803.3	795.5
S2	792.5	792.5	802.0
S3	777.8	784.0	800.5
S4	763.3	769.3	796.5

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	890.5	875.8	820.0
R3	862.3	847.5	812.3
R2	834.0	834.0	809.8
R1	819.3	819.3	807.3	826.8
PP	805.8	805.8	805.8	809.5
S1	791.0	791.0	802.0	798.5
S2	777.5	777.5	799.5
S3	749.5	763.0	796.8
S4	721.3	734.8	789.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	820.5	768.0	52.5	6.5%	16.5	2.1%	70%	False	False	119,002
10	820.5	753.2	67.3	8.4%	15.0	1.9%	76%	False	False	120,681
20	820.5	742.7	77.8	9.7%	17.0	2.1%	80%	False	False	148,216
40	820.5	722.1	98.4	12.2%	14.0	1.7%	84%	False	False	76,405

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	877.8
2.618	853.8
1.618	839.3
1.000	830.3
0.618	824.5
HIGH	815.5
0.618	810.0
0.500	808.3
0.382	806.5
LOW	801.0
0.618	792.0
1.000	786.5
1.618	777.5
2.618	762.8
4.250	739.0

Fisher Pivots for day following 06-Jul-2012
Pivot	1 day	3 day
R1	808.3	810.8
PP	807.0	808.8
S1	805.8	806.8

Download as Excel Spreadsheet

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

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