ICE Russell 2000 Mini Future March 2012

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	649.5	637.9	-11.6	-1.8%	658.3
High	655.0	637.9	-17.1	-2.6%	673.2
Low	649.5	637.9	-11.6	-1.8%	637.9
Close	658.6	637.9	-20.7	-3.1%	637.9
Range	5.5	0.0	-5.5	-100.0%	35.3
ATR
Volume	23	23	0	0.0%	142

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	638.0	638.0	638.0
R3	638.0	638.0	638.0
R2	638.0	638.0	638.0
R1	638.0	638.0	638.0	638.0
PP	638.0	638.0	638.0	638.0
S1	638.0	638.0	638.0	638.0
S2	638.0	638.0	638.0
S3	638.0	638.0	638.0
S4	638.0	638.0	638.0

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	755.5	732.0	657.3
R3	720.3	696.8	647.5
R2	685.0	685.0	644.3
R1	661.5	661.5	641.3	655.5
PP	649.8	649.8	649.8	646.8
S1	626.3	626.3	634.8	620.3
S2	614.3	614.3	631.5
S3	579.0	590.8	628.3
S4	543.8	555.5	618.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	673.2	637.9	35.3	5.5%	1.0	0.2%	0%	False	True	28
10	704.2	637.9	66.3	10.4%	1.3	0.2%	0%	False	True	33

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	638.0
2.618	638.0
1.618	638.0
1.000	638.0
0.618	638.0
HIGH	638.0
0.618	638.0
0.500	638.0
0.382	638.0
LOW	638.0
0.618	638.0
1.000	638.0
1.618	638.0
2.618	638.0
4.250	638.0

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	638.0	646.5
PP	638.0	643.5
S1	638.0	640.8

Download as Excel Spreadsheet

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

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