ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 17-May-2012

Day Change Summary
	Previous	Current
	16-May-2012	17-May-2012	Change	Change %	Previous Week
Open	769.0	772.7	3.7	0.5%	787.0
High	778.7	772.7	-6.0	-0.8%	789.3
Low	769.0	749.0	-20.0	-2.6%	776.1
Close	765.4	747.4	-18.0	-2.4%	784.2
Range	9.7	23.7	14.0	144.3%	13.2
ATR	7.7	8.9	1.1	14.8%	0.0
Volume	103	168	65	63.1%	14

Daily Pivots for day following 17-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	827.5	811.3	760.5
R3	803.8	787.5	754.0
R2	780.0	780.0	751.8
R1	763.8	763.8	749.5	760.0
PP	756.3	756.3	756.3	754.5
S1	740.0	740.0	745.3	736.3
S2	732.8	732.8	743.0
S3	709.0	716.3	741.0
S4	685.3	692.8	734.3

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	822.8	816.8	791.5
R3	809.5	803.5	787.8
R2	796.5	796.5	786.5
R1	790.3	790.3	785.5	786.8
PP	783.3	783.3	783.3	781.5
S1	777.0	777.0	783.0	773.5
S2	770.0	770.0	781.8
S3	756.8	764.0	780.5
S4	743.5	750.8	777.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	786.1	749.0	37.1	5.0%	8.5	1.1%	-4%	False	True	57
10	789.3	749.0	40.3	5.4%	5.8	0.8%	-4%	False	True	29
20	825.1	749.0	76.1	10.2%	4.8	0.6%	-2%	False	True	18

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	0.2
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	873.5
2.618	834.8
1.618	811.0
1.000	796.5
0.618	787.3
HIGH	772.8
0.618	763.8
0.500	760.8
0.382	758.0
LOW	749.0
0.618	734.3
1.000	725.3
1.618	710.8
2.618	687.0
4.250	648.3

Fisher Pivots for day following 17-May-2012
Pivot	1 day	3 day
R1	760.8	763.8
PP	756.3	758.3
S1	752.0	753.0

Download as Excel Spreadsheet

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

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