ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 07-May-2012

Day Change Summary
	Previous	Current
	04-May-2012	07-May-2012	Change	Change %	Previous Week
Open	782.7	787.0	4.3	0.5%	825.1
High	782.7	789.3	6.6	0.8%	825.1
Low	782.7	787.0	4.3	0.5%	782.7
Close	782.7	788.9	6.2	0.8%	782.7
Range	0.0	2.3	2.3		42.4
ATR	8.3	8.2	-0.1	-1.5%	0.0
Volume	1	2	1	100.0%	44

Daily Pivots for day following 07-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	795.3	794.5	790.3
R3	793.0	792.0	789.5
R2	790.8	790.8	789.3
R1	789.8	789.8	789.0	790.3
PP	788.5	788.5	788.5	788.5
S1	787.5	787.5	788.8	788.0
S2	786.0	786.0	788.5
S3	783.8	785.3	788.3
S4	781.5	783.0	787.8

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	924.0	895.8	806.0
R3	881.8	853.3	794.3
R2	839.3	839.3	790.5
R1	811.0	811.0	786.5	804.0
PP	796.8	796.8	796.8	793.3
S1	768.5	768.5	778.8	761.5
S2	754.5	754.5	775.0
S3	712.0	726.3	771.0
S4	669.8	683.8	759.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	808.2	782.7	25.5	3.2%	1.5	0.2%	24%	False	False	5
10	825.1	782.7	42.4	5.4%	4.0	0.5%	15%	False	False	6

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	0.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	799.0
2.618	795.3
1.618	793.0
1.000	791.5
0.618	790.8
HIGH	789.3
0.618	788.5
0.500	788.3
0.382	788.0
LOW	787.0
0.618	785.5
1.000	784.8
1.618	783.3
2.618	781.0
4.250	777.3

Fisher Pivots for day following 07-May-2012
Pivot	1 day	3 day
R1	788.8	791.3
PP	788.5	790.5
S1	788.3	789.8

Download as Excel Spreadsheet

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

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