ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	673.2	648.2	-25.0	-3.7%	694.0
High	673.2	648.2	-25.0	-3.7%	704.2
Low	673.2	648.2	-25.0	-3.7%	638.1
Close	673.2	648.2	-25.0	-3.7%	645.2
Range
ATR
Volume	48	0	-48	-100.0%	194

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	648.3	648.3	648.3
R3	648.3	648.3	648.3
R2	648.3	648.3	648.3
R1	648.3	648.3	648.3	648.3
PP	648.3	648.3	648.3	648.3
S1	648.3	648.3	648.3	648.3
S2	648.3	648.3	648.3
S3	648.3	648.3	648.3
S4	648.3	648.3	648.3

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	860.8	819.0	681.5
R3	794.8	753.0	663.5
R2	728.5	728.5	657.3
R1	687.0	687.0	651.3	674.8
PP	662.5	662.5	662.5	656.5
S1	620.8	620.8	639.3	608.5
S2	596.5	596.5	633.0
S3	530.3	554.8	627.0
S4	464.3	488.5	608.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	673.2	638.1	35.1	5.4%	0.0	0.0%	29%	False	False	38
10	709.7	638.1	71.6	11.0%	0.5	0.1%	14%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
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	0.3

Fibonacci Retracements and Extensions
4.250	648.3
2.618	648.3
1.618	648.3
1.000	648.3
0.618	648.3
HIGH	648.3
0.618	648.3
0.500	648.3
0.382	648.3
LOW	648.3
0.618	648.3
1.000	648.3
1.618	648.3
2.618	648.3
4.250	648.3

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	648.3	660.8
PP	648.3	656.5
S1	648.3	652.3

Download as Excel Spreadsheet

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

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